Scientific Research Publishing

Machine Learning for Financial Risk Management: Modeling Time-Varying Factor Sensitivities Using Factor Variational Autoencoders ()

Accurate measurement of time-varying systematic risk exposures is essential for robust financial risk management.
IEEE

Multiscale Memory Autoencoder and Spatial Filtering for Hyperspectral Anomaly Detection

Abstract: The hyperspectral anomaly detection (HAD) aims to identify potential anomalies from complex backgrounds. Most reconstruction-based autoencoders equally treat background pixels and anomalies ...
GitHub

Synonymous Variational Inference for Perceptual Image Compression

This paper proposes Synonymous Variational Inference, a novel variational inference that first theoretically explains the core reason for the divergence term’s ...
GitHub

RSRefSeg: Referring Remote Sensing Image Segmentation with Foundation Models

This repository contains the code implementation for the paper RSRefSeg: Referring Remote Sensing Image Segmentation with Foundation Models, developed based on the MMSegmentation project. The current ...
Network World

Alibaba is developing an AI inference chip amid US export curbs

The new 7nm-class chip, reportedly in testing, signals a shift to domestic fabrication and aims to rival Nvidia’s China-compliant GPUs while maintaining CUDA compatibility. Alibaba is reportedly ...
IEEE

Superpixel-Based Autoencoder-Like Nonnegative Tensor Factorization for Hyperspectral Unmixing

Abstract: Hyperspectral unmixing is significant for advancing remote sensing (RS) applications, aiming at extracting the spectra of pure materials (called endmembers) and obtaining their proportions ...