pwc-archive/papers-with-abstracts huggingface dataset:
Trajectory PMB Filters for Extended Object Tracking Using Belief Propagation
Authors: Yuxuan Xia, Ángel F. García-Fernández, Florian Meyer, Jason L. Williams, Karl Granström, Lennart Svensson
Date: 2022-07-20 00:00:00
Tasks: Object, Object Tracking

In this paper, we propose a Poisson multi-Bernoulli (PMB) filter for extended object tracking (EOT), which directly estimates the set of object trajectories, using belief propagation (BP). The proposed filter propagates a PMB density on the posterior of sets of trajectories through the filtering recursions over time, where the PMB mixture (PMBM) posterior after the update step is approximated as a PMB. The efficient PMB approximation relies on several important theoretical contributions. First, we present a PMBM conjugate prior on the posterior of sets of trajectories for a generalized measurement model, in which each object generates an independent set of measurements. The PMBM density is a conjugate prior in the sense that both the prediction and the update steps preserve the PMBM form of the density. Second, we present a factor graph representation of the joint posterior of the PMBM set of trajectories and association variables for the Poisson spatial measurement model. Importantly, leveraging the PMBM conjugacy and the factor graph formulation enables an elegant treatment on undetected objects via a Poisson point process and efficient inference on sets of trajectories using BP, where the approximate marginal densities in the PMB approximation can be obtained without enumeration of different data association hypotheses. To achieve this, we present a particle-based implementation of the proposed filter, where smoothed trajectory estimates, if desired, can be obtained via single-object particle smoothing methods, and its performance for EOT with ellipsoidal shapes is evaluated in a simulation study.
Multimodal Estimation of End Point Force During Quasi-dynamic and Dynamic Muscle Contractions Using Deep Learning
Authors: Gelareh Hajian, Evelyn Morin, Ali Etemad
Date: 2022-07-20 00:00:00

Accurate force/torque estimation is essential for applications such as powered exoskeletons, robotics, and rehabilitation. However, force/torque estimation under dynamic conditions is a challenging due to changing joint angles, force levels, muscle lengths, and movement speeds. We propose a novel method to accurately model the generated force under isotonic, isokinetic (quasi-dynamic), and fully dynamic conditions. Our solution uses a deep multimodal CNN to learn from multimodal EMG-IMU data and estimate the generated force for elbow flexion and extension, for both intra- and inter-subject schemes. The proposed deep multimodal CNN extracts representations from EMG (in time and frequency domains) and IMU (in time domain) and aggregates them to obtain an effective embedding for force estimation. We describe a new dataset containing EMG, IMU, and output force data, collected under a number of different experimental conditions, and use this dataset to evaluate our proposed method. The results show the robustness of our approach in comparison to other baseline methods as well as those in the literature, in different experimental setups and validation schemes. The obtained $R^2$ values are 0.91$\pm$0.034, 0.87$\pm$0.041, and 0.81$\pm$0.037 for the intra-subject and 0.81$\pm$0.048, 0.64$\pm$0.037, and 0.59$\pm$0.042 for the inter-subject scheme, during isotonic, isokinetic, and dynamic contractions, respectively. Additionally, our results indicate that force estimation improves significantly when the kinematic information (IMU data) is included. Average improvements of 13.95\%, 118.18\%, and 50.0\% (intra-subject) and 28.98\%, 41.18\%, and 137.93\% (inter-subject) for isotonic, isokinetic, and dynamic contractions respectively are achieved.
Neuromorphic Networks as Revealed by Features Similarity
Authors: Alexandre Benatti, Henrique F. de Arruda, Luciano da F. Costa
Date: 2022-06-13 00:00:00

The study of neuronal morphology is important not only for its potential relationship with neuronal dynamics, but also as a means to classify diverse types of cells and compare than among species, organs, and conditions. In the present work, we approach this interesting problem by using the concept of coincidence similarity, as well as a respectively derived method for mapping datasets into networks. The coincidence similarity has been found to allow some specific interesting properties which have allowed enhanced performance (selectivity and sensitivity) concerning several pattern recognition tasks. Several combinations of 20 morphological features were considered, and the respective networks were obtained by maximizing the literal modularity (in supervised manner) respectively to the involved parameters. Well-separated groups were obtained that provide a rich representation of the main similarity interrelationships between the 735 considered neuronal cells. A sequence of network configurations illustrating the progressive merging between cells and groups was also obtained by varying one of the coincidence parameters.
Forward start volatility swaps in rough volatility models
Authors: Elisa Alòs, Frido Rolloos, Kenichiro Shiraya
Date: 2022-07-21 00:00:00

This paper shows the relationship between the forward start volatility swap price and the forward start zero vanna implied volatility of forward start options in rough volatility models. It is shown that in the short time-to-maturity limit the approximation error in the leading term of the correlated case with $H\in(0,\frac12)$ does not depend on the time to forward start date, but only on the difference between the maturity date and forward start date and on the Hurst parameter $H$.
Sensitivities and Hedging of the Collateral Choice Option
Authors: Griselda Deelstra, Lech A. Grzelak, Felix L. Wolf
Date: 2022-07-21 00:00:00
Tasks: Management

The collateral choice option allows a collateral-posting party the opportunity to change the type of security in which the collateral is deposited. Due to non-zero collateral basis spreads, this optionality significantly impacts asset valuation. Because of the complexity of valuing the option, many practitioners resort to deterministic assumptions on the collateral rates. In this article, we focus on a valuation model of the collateral choice option based on stochastic dynamics. Intrinsic differences in the resulting collateral choice option valuation and its implications for collateral management are presented. We obtain sensitivities of the collateral choice option price under both the deterministic and the stochastic model, and we show that the stochastic model attributes risks to all involved collateral currencies. Besides an inability to capture volatility effects, the deterministic model exhibits a digital structure in which only the cheapest-to-deliver currency influences the valuation at a given time. We further consider hedging an asset with the collateral choice option by a portfolio of domestic and foreign zero-coupon bonds that do not carry the collateral choice option. We propose static hedging strategies based on the crossing times of the deterministic model and based on variance-minimization under the stochastic model. We show how the weights of this model can be explicitly determined with the semi-analytical common factor approach and we show in numerical experiments that this strategy offers good hedging performance under minimized variance.
Efficiency of the Moscow Stock Exchange before 2022
Authors: Andrey Shternshis, Piero Mazzarisi, Stefano Marmi
Date: 2022-07-21 00:00:00
Tasks: Time Series, Time Series Analysis

This paper investigates the degree of efficiency for the Moscow Stock Exchange. A market is called efficient if prices of its assets fully reflect all available information. We show that the degree of market efficiency is significantly low for most of the months from 2012 to 2021. We calculate the degree of market efficiency by (i) filtering out regularities in financial data and (ii) computing the Shannon entropy of the filtered return time series. We have developed a simple method for estimating volatility and price staleness in empirical data, in order to filter out such regularity patterns from return time series. The resulting financial time series of stocks' returns are then clustered into different groups according to some entropy measures. In particular, we use the Kullback-Leibler distance and a novel entropy metric capturing the co-movements between pairs of stocks. By using Monte Carlo simulations, we are then able to identify the time periods of market inefficiency for a group of 18 stocks. The inefficiency of the Moscow Stock Exchange that we have detected is a signal of the possibility of devising profitable strategies, net of transaction costs. The deviation from the efficient behavior for a stock strongly depends on the industrial sector it belongs.
RepFair-GAN: Mitigating Representation Bias in GANs Using Gradient Clipping
Authors: Patrik Joslin Kenfack, Kamil Sabbagh, Adín Ramírez Rivera, Adil Khan
Date: 2022-07-13 00:00:00
Tasks: Fairness

Fairness has become an essential problem in many domains of Machine Learning (ML), such as classification, natural language processing, and Generative Adversarial Networks (GANs). In this research effort, we study the unfairness of GANs. We formally define a new fairness notion for generative models in terms of the distribution of generated samples sharing the same protected attributes (gender, race, etc.). The defined fairness notion (representational fairness) requires the distribution of the sensitive attributes at the test time to be uniform, and, in particular for GAN model, we show that this fairness notion is violated even when the dataset contains equally represented groups, i.e., the generator favors generating one group of samples over the others at the test time. In this work, we shed light on the source of this representation bias in GANs along with a straightforward method to overcome this problem. We first show on two widely used datasets (MNIST, SVHN) that when the norm of the gradient of one group is more important than the other during the discriminator's training, the generator favours sampling data from one group more than the other at test time. We then show that controlling the groups' gradient norm by performing group-wise gradient norm clipping in the discriminator during the training leads to a more fair data generation in terms of representational fairness compared to existing models while preserving the quality of generated samples.
AI Based Chatbot: An Approach of Utilizing On Customer Service Assistance
Authors: Rejwan Bin Sulaiman
Date: 2022-06-18 00:00:00
Tasks: BIG-bench Machine Learning, Chatbot

Providing the best customer experience is one of the primary concerns for the firms that are based online. The advancement of machine learning is revolutionising the company's attitude towards the client through improving the service quality by implementing chatbot solutions, which gives the user instant and satisfactory answers to their enquiries. The acceptance of this technology is increasing with the new improvements and efficiency of the chatbot system. This thesis paper will cover the concept of chatbot system for the company, as a use case we took AK traders Ltd. It involves the research work on various chatbot technologies available and based on research, use them to develop a chatbot system for the company. This system will work based on the text as a conversational agent that can interact with humans by natural language. The main objective project is to develop the chatbot solution that could comply with complex questions and logical output answers in a well-defined approach. The ultimate goal is to give high-quality results (answers) based on user input (question). For the successful implementation of this project, we have undertaken an in-depth analysis of the various machine learning techniques available and followed well-structured implementation to figure out the best solution for the company. The primary concern of this project includes natural language processing (NLP), machine learning and the vector space model (VSM). The outcome of the project shows the problem-solving technique for the implementation of the chatbot system for the company at a reasonable quality level
Democratizing Ethical Assessment of Natural Language Generation Models
Authors: Amin Rasekh, Ian Eisenberg
Date: 2022-06-30 00:00:00
Tasks: Text Generation

Natural language generation models are computer systems that generate coherent language when prompted with a sequence of words as context. Despite their ubiquity and many beneficial applications, language generation models also have the potential to inflict social harms by generating discriminatory language, hateful speech, profane content, and other harmful material. Ethical assessment of these models is therefore critical. But it is also a challenging task, requiring an expertise in several specialized domains, such as computational linguistics and social justice. While significant strides have been made by the research community in this domain, accessibility of such ethical assessments to the wider population is limited due to the high entry barriers. This article introduces a new tool to democratize and standardize ethical assessment of natural language generation models: Tool for Ethical Assessment of Language generation models (TEAL), a component of Credo AI Lens, an open-source assessment framework.
STOP: A dataset for Spoken Task Oriented Semantic Parsing
Authors: Paden Tomasello, Akshat Shrivastava, Daniel Lazar, Po-chun Hsu, Duc Le, Adithya Sagar, Ali Elkahky, Jade Copet, Wei-Ning Hsu, Yossi Adi, Robin Algayres, Tu Ahn Nguyen, Emmanuel Dupoux, Luke Zettlemoyer, Abdelrahman Mohamed
Date: 2022-06-29 00:00:00
Tasks: Automatic Speech Recognition, Automatic Speech Recognition (ASR), Domain Adaptation, Semantic Parsing, speech-recognition, Speech Recognition, Spoken Language Understanding

End-to-end spoken language understanding (SLU) predicts intent directly from audio using a single model. It promises to improve the performance of assistant systems by leveraging acoustic information lost in the intermediate textual representation and preventing cascading errors from Automatic Speech Recognition (ASR). Further, having one unified model has efficiency advantages when deploying assistant systems on-device. However, the limited number of public audio datasets with semantic parse labels hinders the research progress in this area. In this paper, we release the Spoken Task-Oriented semantic Parsing (STOP) dataset, the largest and most complex SLU dataset to be publicly available. Additionally, we define low-resource splits to establish a benchmark for improving SLU when limited labeled data is available. Furthermore, in addition to the human-recorded audio, we are releasing a TTS-generated version to benchmark the performance for low-resource domain adaptation of end-to-end SLU systems. Initial experimentation show end-to-end SLU models performing slightly worse than their cascaded counterparts, which we hope encourages future work in this direction.
ZenoPS: A Distributed Learning System Integrating Communication Efficiency and Security
Authors: Cong Xie, Oluwasanmi Koyejo, Indranil Gupta
Date: 2022-07-01 00:00:00
Proceeding: Algorithms 2022 7
Tasks: BIG-bench Machine Learning

Distributed machine learning is primarily motivated by the promise of increased computation power for accelerating training and mitigating privacy concerns. Unlike machine learning on a single device, distributed machine learning requires collaboration and communication among the devices. This creates several new challenges: (1) the heavy communication overhead can be a bottleneck that slows down the training, and (2) the unreliable communication and weaker control over the remote entities make the distributed system vulnerable to systematic failures and malicious attacks. This paper presents a variant of stochastic gradient descent (SGD) with improved communication efficiency and security in distributed environments. Our contributions include (1) a new technique called error reset to adapt both infrequent synchronization and message compression for communication reduction in both synchronous and asynchronous training, (2) new score-based approaches for validating the updates, and (3) integration with both error reset and score-based validation. The proposed system provides communication reduction, both synchronous and asynchronous training, Byzantine tolerance, and local privacy preservation. We evaluate our techniques both theoretically and empirically.
Local Color Distributions Prior for Image Enhancement
Authors: Haoyuan Wang, Ke Xu, and Rynson W.H. Lau
Date: 2022-10-25 00:00:00
Proceeding: ECCV 2022 10
Tasks: Image Enhancement, Low-Light Image Enhancement

Existing image enhancement methods are typically designed to address either the over- or under-exposure problem in the input image. When the illumination of the input image contains both over- and under-exposure problems, these existing methods may not work well. We observe from the image statistics that the local color distributions (LCDs) of an image suffering from both problems tend to vary across different regions of the image, depending on the local illuminations. Based on this observation, we propose in this paper to exploit these LCDs as a prior for locating and enhancing the two types of regions (i.e., over-/under-exposed regions). First, we leverage the LCDs to represent these regions, and propose a novel local color distribution embedded (LCDE) module to formulate LCDs in multi-scales to model the correlations across different regions. Second, we propose a dual-illumination learning mechanism to enhance the two types of regions. Third, we construct a new dataset to facilitate the learning process, by following the camera image signal processing (ISP) pipeline to render standard RGB images with both under-/over-exposures from raw data. Extensive experiments demonstrate that the proposed method outperforms existing state-of-the-art methods quantitatively and qualitatively. Codes and dataset are in https://hywang99.github.io/lcdpnet/.
Lightweight and Low-Energy Encryption Scheme for Voice over Wireless Devices
Authors: Firas Hazzaa, Sufian Yousef, Erika Sanchez, Marcian Cirstea
Date: 2018-12-31 00:00:00
Proceeding: Conference 2018 12

In this work, a novel lightweight and low energy 
encryption algorithm for voice over wireless networks is being 
developed and tested. The new encryption algorithm has to meet 
the QoS requirements of voice traffic and to be suitable for 
wireless devices. The goal of the research was to reduce the 
execution time and power consumption of the encryption process 
compared with the standard algorithm and at the same time at 
least to maintain or to increase its security level. The proposed 
algorithm employs similar methods with those used in the 
Advanced Encryption Standard algorithm (AES), with some 
changes and enhancements considering the limitations of wireless 
devices. The test results show significant improvements in new 
design metrics. A range of simulation scenarios are setup; testing 
data is analyzed to test delay, energy and security. Also, the 
comparison between the new algorithm and the standard one 
shows a significant amount of time and energy consumption 
reduction being achieved (approximately 35%), with good-level 
of complexity, making it more suitable for the wireless 
environment.
LEOPARD: Parallel Optimal Deep Echo State Network Prediction Improves Service Coverage for UAV-Assisted Outdoor Hotspots
Authors: Haoran Peng, Ang-Hsun Tsai, Li-Chun Wang, Zhu Han
Date: 2022-03-08 00:00:00
Proceeding: IEEE Transactions on Cognitive Communications and Networking 2022 3
Tasks: Bayesian Optimization, Prediction

Unmanned aerial vehicle (UAV) base stations (BSs) can help meet the dynamic traffic demand of flash mobile crowds, but user movements also pose a significant challenge on fast-tracking for avoiding service interruption. This paper presents a novel paralLEl Optimal deeP echo stAte netwoRk preDiction (LEOPARD) approach that can fast and accurately learn the movement of a user equipment (UE) to reduce its impact on the link performance from the UE to the UAV-BS. Improving the current learning technique of deep echo state network (ESN), LEOPARD consists further three key optimization and learning techniques. First, we develop a Bayesian-Optimization Algorithm (BOA)-based hyper-parameters adjustment method for improving movement prediction accuracy. Secondly, the Message Passing Interface (MPI) technique is integrated into the design of LEOPARD to reduce the time complexity caused by BOA. Last, we design a Kuhn-Munkres (KM)-based matching algorithm to save the re-positioning energy consumption of multiple UAV-BSs. As shown in our simulation results, the prediction accuracy of the proposed LEOPARD, combining DeepESN, BOA, and MPI techniques, is 78% and 67% better than the state-of-the-art shallow ESN and the original deep ESN, respectively.
New Optimization Method Based on Neural Networks for Designing Radar Waveforms With Good Correlation
Authors: Meng Xia, Shichuan Chen, AND XIAONIU YANG
Date: 2021-06-24 00:00:00
Proceeding: journal 2021 6
Tasks: Radar waveform design

Owing to advances in the overall performance and anti-interception capability of radars, the designs of radar waveforms with good correlation properties have been a concern for researchers. In this paper, we propose a novel method based on convolutional neural networks (CNNs) for designing single or multiple unimodular sequences with good auto- and cross-correlation or weighted correlation properties. The framework of the neural networks for sequence optimization is constructed using group convolution and identity mapping, and three different loss functions are presented using different optimization objectives. To illustrate the performance of the proposed method, we present numerous examples, including the design of sequences with low autocorrelation sidelobes in a specified lag interval and a sequence set with good auto- and cross-correlation properties. Moreover, an analysis of the simulations shows that the sequences designed through our method demonstrate better correlation properties than classic algorithms.