Ruixun Zhang

Zuo-Liang Zhu, Zhen Li, Rui-Xun Zhang et al.

Lighting is a determining factor in photography that affects the style, expression of emotion, and even quality of images. Creating or finding satisfying lighting conditions, in reality, is laborious and time-consuming, so it is of great value to develop a technology to manipulate illumination in an image as post-processing. Although previous works have explored techniques based on the physical viewpoint for relighting images, extensive supervisions and prior knowledge are necessary to generate reasonable images, restricting the generalization ability of these works. In contrast, we take the viewpoint of image-to-image translation and implicitly merge ideas of the conventional physical viewpoint. In this paper, we present an Illumination-Aware Network (IAN) which follows the guidance from hierarchical sampling to progressively relight a scene from a single image with high efficiency. In addition, an Illumination-Aware Residual Block (IARB) is designed to approximate the physical rendering process and to extract precise descriptors of light sources for further manipulations. We also introduce a depth-guided geometry encoder for acquiring valuable geometry- and structure-related representations once the depth information is available. Experimental results show that our proposed method produces better quantitative and qualitative relighting results than previous state-of-the-art methods. The code and models are publicly available on https://github.com/NK-CS-ZZL/IAN.

Minshuo Chen, Renyuan Xu, Yumin Xu et al.

Financial scenario simulation is essential for risk management and portfolio optimization, yet it remains challenging especially in high-dimensional and small data settings common in finance. We propose a diffusion factor model that integrates latent factor structure into generative diffusion processes, bridging econometrics with modern generative AI to address the challenges of the curse of dimensionality and data scarcity in financial simulation. By exploiting the low-dimensional factor structure inherent in asset returns, we decompose the score function--a key component in diffusion models--using time-varying orthogonal projections, and this decomposition is incorporated into the design of neural network architectures. We derive rigorous statistical guarantees, establishing nonasymptotic error bounds for both score estimation at O(d^{5/2} n^{-2/(k+5)}) and generated distribution at O(d^{5/4} n^{-1/2(k+5)}), primarily driven by the intrinsic factor dimension k rather than the number of assets d, surpassing the dimension-dependent limits in the classical nonparametric statistics literature and making the framework viable for markets with thousands of assets. Numerical studies confirm superior performance in latent subspace recovery under small data regimes. Empirical analysis demonstrates the economic significance of our framework in constructing mean-variance optimal portfolios and factor portfolios. This work presents the first theoretical integration of factor structure with diffusion models, offering a principled approach for high-dimensional financial simulation with limited data. Our code is available at https://github.com/xymmmm00/diffusion_factor_model.

Xinni Jiang, Zengsheng Kuang, Chunle Guo et al.

Guided depth super-resolution (GDSR) involves restoring missing depth details using the high-resolution RGB image of the same scene. Previous approaches have struggled with the heterogeneity and complementarity of the multi-modal inputs, and neglected the issues of modal misalignment, geometrical misalignment, and feature selection. In this study, we rethink some essential components in GDSR networks and propose a simple yet effective Dynamic Dual Alignment and Aggregation network (D2A2). D2A2 mainly consists of 1) a dynamic dual alignment module that adapts to alleviate the modal misalignment via a learnable domain alignment block and geometrically align cross-modal features by learning the offset; and 2) a mask-to-pixel feature aggregate module that uses the gated mechanism and pixel attention to filter out irrelevant texture noise from RGB features and combine the useful features with depth features. By combining the strengths of RGB and depth features while minimizing disturbance introduced by the RGB image, our method with simple reuse and redesign of basic components achieves state-of-the-art performance on multiple benchmark datasets. The code is available at https://github.com/JiangXinni/D2A2.

Zixi Chen, Yumin Xu, Ruixun Zhang

The nonlinear two-time-scale stochastic approximation is widely studied under conditions of bounded variances in noise. Motivated by recent advances that allow for variability linked to the current state or time, we consider state- and time-dependent noises. We show that the Lyapunov function exhibits polynomial convergence rates in both cases, with the rate of polynomial delay depending on the parameters of state- or time-dependent noises. Notably, if the state noise parameters fully approach their limiting value, the Lyapunov function achieves an exponential convergence rate. We provide two numerical examples to illustrate our theoretical findings in the context of stochastic gradient descent with Polyak-Ruppert averaging and stochastic bilevel optimization.

Xin Guo, Binnan Wang, Ruixun Zhang et al.

Signatures are iterated path integrals of continuous and discrete-time processes, and their universal nonlinearity linearizes the problem of feature selection in time series data analysis. This paper studies the consistency of signature using Lasso regression, both theoretically and numerically. We establish conditions under which the Lasso regression is consistent both asymptotically and in finite sample. Furthermore, we show that the Lasso regression is more consistent with the Itô signature for time series and processes that are closer to the Brownian motion and with weaker inter-dimensional correlations, while it is more consistent with the Stratonovich signature for mean-reverting time series and processes. We demonstrate that signature can be applied to learn nonlinear functions and option prices with high accuracy, and the performance depends on properties of the underlying process and the choice of the signature.

Xian Fang, Jinchao Zhu, Ruixun Zhang et al.

Salient object detection is a fundamental topic in computer vision. Previous methods based on RGB-D often suffer from the incompatibility of multi-modal feature fusion and the insufficiency of multi-scale feature aggregation. To tackle these two dilemmas, we propose a novel multi-modal and multi-scale refined network (M2RNet). Three essential components are presented in this network. The nested dual attention module (NDAM) explicitly exploits the combined features of RGB and depth flows. The adjacent interactive aggregation module (AIAM) gradually integrates the neighbor features of high, middle and low levels. The joint hybrid optimization loss (JHOL) makes the predictions have a prominent outline. Extensive experiments demonstrate that our method outperforms other state-of-the-art approaches.