Amartansh Dubey

Jianyang Shi, Bowen Zhang, Amartansh Dubey et al.

Indoor imaging is a critical task for robotics and internet-of-things. WiFi as an omnipresent signal is a promising candidate for carrying out passive imaging and synchronizing the up-to-date information to all connected devices. This is the first research work to consider WiFi indoor imaging as a multi-modal image generation task that converts the measured WiFi power into a high-resolution indoor image. Our proposed WiFi-GEN network achieves a shape reconstruction accuracy that is 275% of that achieved by physical model-based inversion methods. Additionally, the Frechet Inception Distance score has been significantly reduced by 82%. To examine the effectiveness of models for this task, the first large-scale dataset is released containing 80,000 pairs of WiFi signal and imaging target. Our model absorbs challenges for the model-based methods including the non-linearity, ill-posedness and non-certainty into massive parameters of our generative AI network. The network is also designed to best fit measured WiFi signals and the desired imaging output. For reproducibility, we will release the data and code upon acceptance.

Samruddhi Deshmukh, Amartansh Dubey

One of the major challenges in multivariate analysis is the estimation of population covariance matrix from sample covariance matrix (SCM). Most recent covariance matrix estimators use either shrinkage transformations or asymptotic results from Random Matrix Theory (RMT). Shrinkage techniques help in pulling extreme correlation values towards certain target values whereas tools from RMT help in removing noisy eigenvalues of SCM. Both of these techniques use different approaches to achieve a similar goal which is to remove noisy correlations and add structure to SCM to overcome the bias-variance trade-off. In this paper, we first critically evaluate the pros and cons of these two techniques and then propose an improved estimator which exploits the advantages of both by taking an optimally weighted convex combination of covariance matrices estimated by an improved shrinkage transformation and a RMT based filter. It is a generalized estimator which can adapt to changing sampling noise conditions in various datasets by performing hyperparameter optimization. We show the effectiveness of this estimator on the problem of designing a financial portfolio with minimum risk. We have chosen this problem because the complex properties of stock market data provide extreme conditions to test the robustness of a covariance estimator. Using data from four of the world's largest stock exchanges, we show that our proposed estimator outperforms existing estimators in minimizing the out-of-sample risk of the portfolio and hence predicts population statistics more precisely. Since covariance analysis is a crucial statistical tool, this estimator can be used in a wide range of machine learning, signal processing and high dimensional pattern recognition applications.

Amartansh Dubey, K. M. Bhurchandi

One of the biggest reasons for road accidents is curvy lanes and blind turns. Even one of the biggest hurdles for new autonomous vehicles is to detect curvy lanes, multiple lanes and lanes with a lot of discontinuity and noise. This paper presents very efficient and advanced algorithm for detecting curves having desired slopes (especially for detecting curvy lanes in real time) and detection of curves (lanes) with a lot of noise, discontinuity and disturbances. Overall aim is to develop robust method for this task which is applicable even in adverse conditions. Even in some of most famous and useful libraries like OpenCV and Matlab, there is no function available for detecting curves having desired slopes , shapes, discontinuities. Only few predefined shapes like circle, ellipse, etc, can be detected using presently available functions. Proposed algorithm can not only detect curves with discontinuity, noise, desired slope but also it can perform shadow and illumination correction and detect/ differentiate between different curves.