Parameter estimation and model testing for Markov processes via conditional characteristic functions

Markov processes are used in a wide range of disciplines, including finance. The transition densities of these processes are often unknown. However, the conditional characteristic functions are more likely to be available, especially for L\'{e}vy-driven processes. We propose an empirical likelihood approach, for both parameter estimation and model specification testing, based on the conditional characteristic function for processes with either continuous or discontinuous sample paths. Theoretical properties of the empirical likelihood estimator for parameters and a smoothed empirical likelihood ratio test for a parametric specification of the process are provided. Simulations and empirical case studies are carried out to confirm the effectiveness of the proposed estimator and test.Comment: Published in at http://dx.doi.org/10.3150/11-BEJ400 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm

Quantum Nonlocality Enhanced by Homogenization

Homogenization proposed in [Y.-C Wu and M. \.Zukowski, Phys. Rev. A 85, 022119 (2012)] is a procedure to transform a tight Bell inequality with partial correlations into a full-correlation form that is also tight. In this paper, we check the homogenizations of two families of $n$-partite Bell inequalities: the Hardy inequality and the tight Bell inequality without quantum violation. For Hardy's inequalities, their homogenizations bear stronger quantum violation for the maximally entangled state; the tight Bell inequalities without quantum violation give the boundary of quantum and supra-quantum, but their homogenizations do not have the similar properties. We find their homogenization are violated by the maximally entangled state. Numerically computation shows the the domains of quantum violation of homogenized Hardy's inequalities for the generalized GHZ states are smaller than those of Hardy's inequalities.Comment: 4 pages, 2 figure

Stratified Transfer Learning for Cross-domain Activity Recognition

In activity recognition, it is often expensive and time-consuming to acquire sufficient activity labels. To solve this problem, transfer learning leverages the labeled samples from the source domain to annotate the target domain which has few or none labels. Existing approaches typically consider learning a global domain shift while ignoring the intra-affinity between classes, which will hinder the performance of the algorithms. In this paper, we propose a novel and general cross-domain learning framework that can exploit the intra-affinity of classes to perform intra-class knowledge transfer. The proposed framework, referred to as Stratified Transfer Learning (STL), can dramatically improve the classification accuracy for cross-domain activity recognition. Specifically, STL first obtains pseudo labels for the target domain via majority voting technique. Then, it performs intra-class knowledge transfer iteratively to transform both domains into the same subspaces. Finally, the labels of target domain are obtained via the second annotation. To evaluate the performance of STL, we conduct comprehensive experiments on three large public activity recognition datasets~(i.e. OPPORTUNITY, PAMAP2, and UCI DSADS), which demonstrates that STL significantly outperforms other state-of-the-art methods w.r.t. classification accuracy (improvement of 7.68%). Furthermore, we extensively investigate the performance of STL across different degrees of similarities and activity levels between domains. And we also discuss the potential of STL in other pervasive computing applications to provide empirical experience for future research.Comment: 10 pages; accepted by IEEE PerCom 2018; full paper. (camera-ready version

A Novel Apex-Time Network for Cross-Dataset Micro-Expression Recognition

The automatic recognition of micro-expression has been boosted ever since the successful introduction of deep learning approaches. As researchers working on such topics are moving to learn from the nature of micro-expression, the practice of using deep learning techniques has evolved from processing the entire video clip of micro-expression to the recognition on apex frame. Using the apex frame is able to get rid of redundant video frames, but the relevant temporal evidence of micro-expression would be thereby left out. This paper proposes a novel Apex-Time Network (ATNet) to recognize micro-expression based on spatial information from the apex frame as well as on temporal information from the respective-adjacent frames. Through extensive experiments on three benchmarks, we demonstrate the improvement achieved by learning such temporal information. Specially, the model with such temporal information is more robust in cross-dataset validations.Comment: 6 pages, 3 figures, 3 tables, code available, accepted in ACII 201

Simulating dynamical quantum Hall effect with superconducting qubits

We propose an experimental scheme to simulate the dynamical quantum Hall effect and the related interaction-induced topological transition with a superconducting-qubit array. We show that a one-dimensional Heisenberg model with tunable parameters can be realized in an array of superconducting qubits. The quantized plateaus, which is a feature of the dynamical quantum Hall effect, will emerge in the Berry curvature of the superconducting qubits as a function of the coupling strength between nearest neighbor qubits. We numerically calculate the Berry curvatures of two-, four- and six-qubit arrays, and find that the interaction-induced topological transition can be easily observed with the simplest two-qubit array. Furthermore, we analyze some practical conditions in typical experiments for observing such dynamical quantum Hall effect.Comment: 9 pages, 6 figures, version accepted by PR