Yuliang Wang

h-index16
2papers
899citations

2 Papers

1.2NAFeb 28, 2016
Mathematical design of a novel gesture-based instruction/input device using wave detection

Hongyu Liu, Yuliang Wang, Can Yang

In this paper, we present a conceptual design of a novel gesture-based instruction/input device using wave detection. The device recogonizes/detects gestures from a person and based on which to give the specific orders/inputs to the computing machine that is connected to it. The gestures are modelled as the shapes of some impenetrable or penetrable scatterers from a certain admissible class, called a dictionary. The device generates time-harmonic point signals for the gesture recognition/detection. It then collects the scattered wave in a relatively small backscattering aperture on a bounded surface containing the point sources. The recognition algorithm consists of two steps and requires only two incident waves of different wavenumbers. The approximate location of the scatterer is first determined by using the measured data at a small wavenumber and the shape of the scatterer is then identified using the computed location of the scatterer and the measured data at a regular wavenumber. We provide the mathematical principle with rigorous justifications underlying the design. Numerical experiments show that the proposed device works effectively and efficiently in some practical scenarios.

9.9MLJul 11, 2022
On uniform-in-time diffusion approximation for stochastic gradient descent

Lei Li, Yuliang Wang

The diffusion approximation of stochastic gradient descent (SGD) in current literature is only valid on a finite time interval. In this paper, we establish the uniform-in-time diffusion approximation of SGD, by only assuming that the expected loss is strongly convex and some other mild conditions, without assuming the convexity of each random loss function. The main technique is to establish the exponential decay rates of the derivatives of the solution to the backward Kolmogorov equation. The uniform-in-time approximation allows us to study asymptotic behaviors of SGD via the continuous stochastic differential equation (SDE) even when the random objective function $f(\cdot;ξ)$ is not strongly convex.