Parameter estimation and model testing for Markov processes via conditional characteristic functions

Markov processes are used in a wide range of disciplines, including finance. The transition densities of these processes are often unknown. However, the conditional characteristic functions are more likely to be available, especially for L\'{e}vy-driven processes. We propose an empirical likelihood approach, for both parameter estimation and model specification testing, based on the conditional characteristic function for processes with either continuous or discontinuous sample paths. Theoretical properties of the empirical likelihood estimator for parameters and a smoothed empirical likelihood ratio test for a parametric specification of the process are provided. Simulations and empirical case studies are carried out to confirm the effectiveness of the proposed estimator and test.Comment: Published in at http://dx.doi.org/10.3150/11-BEJ400 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm

CANF-VC++: Enhancing Conditional Augmented Normalizing Flows for Video Compression with Advanced Techniques

Video has become the predominant medium for information dissemination, driving the need for efficient video codecs. Recent advancements in learned video compression have shown promising results, surpassing traditional codecs in terms of coding efficiency. However, challenges remain in integrating fragmented techniques and incorporating new tools into existing codecs. In this paper, we comprehensively review the state-of-the-art CANF-VC codec and propose CANF-VC++, an enhanced version that addresses these challenges. We systematically explore architecture design, reference frame type, training procedure, and entropy coding efficiency, leading to substantial coding improvements. CANF-VC++ achieves significant Bj{\o}ntegaard-Delta rate savings on conventional datasets UVG, HEVC Class B and MCL-JCV, outperforming the baseline CANF-VC and even the H.266 reference software VTM. Our work demonstrates the potential of integrating advancements in video compression and serves as inspiration for future research in the field

Holographic Turbulence in Einstein-Gauss-Bonnet Gravity at Large DD

We study the holographic hydrodynamics in the Einstein-Gauss-Bonnet(EGB) gravity in the framework of the large $D$ expansion. We find that the large $D$ EGB equations can be interpreted as the hydrodynamic equations describing the conformal fluid. These fluid equations are truncated at the second order of the derivative expansion, similar to the Einstein gravity at large $D$. From the analysis of the fluid flows, we find that the fluid equations can be taken as a variant of the compressible version of the non-relativistic Navier-Stokes equations. Particularly, in the limit of small Mach number, these equations could be cast into the form of the incompressible Navier-Stokes equations with redefined Reynolds number and Mach number. By using numerical simulation, we find that the EGB holographic turbulence shares similar qualitative feature as the turbulence from the Einstein gravity, despite the presence of two extra terms in the equations of motion. We analyze the effect of the GB term on the holographic turbulence in detail.Comment: 30 pages, 11 figure

Stratified Transfer Learning for Cross-domain Activity Recognition

In activity recognition, it is often expensive and time-consuming to acquire sufficient activity labels. To solve this problem, transfer learning leverages the labeled samples from the source domain to annotate the target domain which has few or none labels. Existing approaches typically consider learning a global domain shift while ignoring the intra-affinity between classes, which will hinder the performance of the algorithms. In this paper, we propose a novel and general cross-domain learning framework that can exploit the intra-affinity of classes to perform intra-class knowledge transfer. The proposed framework, referred to as Stratified Transfer Learning (STL), can dramatically improve the classification accuracy for cross-domain activity recognition. Specifically, STL first obtains pseudo labels for the target domain via majority voting technique. Then, it performs intra-class knowledge transfer iteratively to transform both domains into the same subspaces. Finally, the labels of target domain are obtained via the second annotation. To evaluate the performance of STL, we conduct comprehensive experiments on three large public activity recognition datasets~(i.e. OPPORTUNITY, PAMAP2, and UCI DSADS), which demonstrates that STL significantly outperforms other state-of-the-art methods w.r.t. classification accuracy (improvement of 7.68%). Furthermore, we extensively investigate the performance of STL across different degrees of similarities and activity levels between domains. And we also discuss the potential of STL in other pervasive computing applications to provide empirical experience for future research.Comment: 10 pages; accepted by IEEE PerCom 2018; full paper. (camera-ready version