High frequency dynamics of order flow

In this paper, we focus on the high frequency dynamics of limit order flow and market order flow. We compared the fitting performance of different models for the inter-arrival time of the order flow, including exponential distribution, gamma distribution and power law. We then studied the dependence of the placement of these two order flows, which can be captured by the self-excitation effect and mutual-excitation effect of Hawkes process. We also introduced a new model which combines the Hawkes features with the gamma distribution.\ud \ud Key words: High frequency dynamics; order flow; market microstructure; maximum likelihood estimation; Hawkes process; Hawkes-Gamma distribution

Viewpoint-Aware Loss with Angular Regularization for Person Re-Identification

Although great progress in supervised person re-identification (Re-ID) has been made recently, due to the viewpoint variation of a person, Re-ID remains a massive visual challenge. Most existing viewpoint-based person Re-ID methods project images from each viewpoint into separated and unrelated sub-feature spaces. They only model the identity-level distribution inside an individual viewpoint but ignore the underlying relationship between different viewpoints. To address this problem, we propose a novel approach, called \textit{Viewpoint-Aware Loss with Angular Regularization }(\textbf{VA-reID}). Instead of one subspace for each viewpoint, our method projects the feature from different viewpoints into a unified hypersphere and effectively models the feature distribution on both the identity-level and the viewpoint-level. In addition, rather than modeling different viewpoints as hard labels used for conventional viewpoint classification, we introduce viewpoint-aware adaptive label smoothing regularization (VALSR) that assigns the adaptive soft label to feature representation. VALSR can effectively solve the ambiguity of the viewpoint cluster label assignment. Extensive experiments on the Market1501 and DukeMTMC-reID datasets demonstrated that our method outperforms the state-of-the-art supervised Re-ID methods

GraphEcho: Graph-Driven Unsupervised Domain Adaptation for Echocardiogram Video Segmentation

Echocardiogram video segmentation plays an important role in cardiac disease diagnosis. This paper studies the unsupervised domain adaption (UDA) for echocardiogram video segmentation, where the goal is to generalize the model trained on the source domain to other unlabelled target domains. Existing UDA segmentation methods are not suitable for this task because they do not model local information and the cyclical consistency of heartbeat. In this paper, we introduce a newly collected CardiacUDA dataset and a novel GraphEcho method for cardiac structure segmentation. Our GraphEcho comprises two innovative modules, the Spatial-wise Cross-domain Graph Matching (SCGM) and the Temporal Cycle Consistency (TCC) module, which utilize prior knowledge of echocardiogram videos, i.e., consistent cardiac structure across patients and centers and the heartbeat cyclical consistency, respectively. These two modules can better align global and local features from source and target domains, improving UDA segmentation results. Experimental results showed that our GraphEcho outperforms existing state-of-the-art UDA segmentation methods. Our collected dataset and code will be publicly released upon acceptance. This work will lay a new and solid cornerstone for cardiac structure segmentation from echocardiogram videos. Code and dataset are available at: https://github.com/xmed-lab/GraphEchoComment: Accepted By ICCV 202

GL-Fusion: Global-Local Fusion Network for Multi-view Echocardiogram Video Segmentation

Cardiac structure segmentation from echocardiogram videos plays a crucial role in diagnosing heart disease. The combination of multi-view echocardiogram data is essential to enhance the accuracy and robustness of automated methods. However, due to the visual disparity of the data, deriving cross-view context information remains a challenging task, and unsophisticated fusion strategies can even lower performance. In this study, we propose a novel Gobal-Local fusion (GL-Fusion) network to jointly utilize multi-view information globally and locally that improve the accuracy of echocardiogram analysis. Specifically, a Multi-view Global-based Fusion Module (MGFM) is proposed to extract global context information and to explore the cyclic relationship of different heartbeat cycles in an echocardiogram video. Additionally, a Multi-view Local-based Fusion Module (MLFM) is designed to extract correlations of cardiac structures from different views. Furthermore, we collect a multi-view echocardiogram video dataset (MvEVD) to evaluate our method. Our method achieves an 82.29% average dice score, which demonstrates a 7.83% improvement over the baseline method, and outperforms other existing state-of-the-art methods. To our knowledge, this is the first exploration of a multi-view method for echocardiogram video segmentation. Code available at: https://github.com/xmed-lab/GL-FusionComment: Accepted By MICCAI 202

Rethinking Temporal Fusion for Video-based Person Re-identification on Semantic and Time Aspect

Recently, the research interest of person re-identification (ReID) has gradually turned to video-based methods, which acquire a person representation by aggregating frame features of an entire video. However, existing video-based ReID methods do not consider the semantic difference brought by the outputs of different network stages, which potentially compromises the information richness of the person features. Furthermore, traditional methods ignore important relationship among frames, which causes information redundancy in fusion along the time axis. To address these issues, we propose a novel general temporal fusion framework to aggregate frame features on both semantic aspect and time aspect. As for the semantic aspect, a multi-stage fusion network is explored to fuse richer frame features at multiple semantic levels, which can effectively reduce the information loss caused by the traditional single-stage fusion. While, for the time axis, the existing intra-frame attention method is improved by adding a novel inter-frame attention module, which effectively reduces the information redundancy in temporal fusion by taking the relationship among frames into consideration. The experimental results show that our approach can effectively improve the video-based re-identification accuracy, achieving the state-of-the-art performance