Demo Data from EDBT 2026 / reviewers in the wild / expert
Hongjin Zhang
dblp:41/8392
· DBLP profile ↗
4ranked-venue papers
3as first author
4since 2021 · last 2024
0000-0001-5863-2586ORCID · corroborated
Domains — the database's venue-derived domains; a paper can count in several
Artificial intelligence and machine learning · 2 · 1 first-author · 2 since 2021Graphics, computer vision, multimedia, augmented reality and games · 1 · 1 first-author · 1 since 2021Applied, interdisciplinary, general and emerging computing · 1 · 1 first-author · 1 since 2021
Expertise — from the expertise taxonomy: the topics of the expert's papers under the CCF categories. A weight counts papers with recency: 1 for a paper about the topic, 0.3 when the topic is its context, halved every five years.
| Artificial intelligence
1 paper |
Learning theory · 75% Time series and sequential data · 25% | |
| Theoretical computer science
1 paper |
Mathematical optimization · 100% |
Topics — the 6 heaviest of 7, each with the papers that count most for it
| Topic | Weight | Papers | Last | Evidence papers |
|---|---|---|---|---|
Machine learning › Learning theory › statistical estimation › asymptotic estimation theory
asymptotic distribution |
0.7 | 1 | 2023 | Inference on the Change Point under a High Dimensional Covariance Shift · J. Mach. Learn. Res. 2023 |
Machine learning › Time series and sequential data
change-point detection |
0.7 | 1 | 2023 | Inference on the Change Point under a High Dimensional Covariance Shift · J. Mach. Learn. Res. 2023 |
Machine learning › Learning theory › statistical estimation › confidence set construction
confidence intervals |
0.7 | 1 | 2023 | Inference on the Change Point under a High Dimensional Covariance Shift · J. Mach. Learn. Res. 2023 |
Machine learning › Learning theory
statistical estimation |
0.7 | 1 | 2023 | Inference on the Change Point under a High Dimensional Covariance Shift · J. Mach. Learn. Res. 2023 |
Mathematical optimization › statistical estimation
covariance estimation |
0.2 | 1 | 2023 | Inference on the Change Point under a High Dimensional Covariance Shift · J. Mach. Learn. Res. 2023 |
Mathematical optimization › high-dimensional statistics
high-dimensional scaling |
0.2 | 1 | 2023 | Inference on the Change Point under a High Dimensional Covariance Shift · J. Mach. Learn. Res. 2023 |
Methods — techniques the papers use, named apart from their topics
random walk approximation · 1.3brownian motion approximation · 1.3
| Year | Publication | Venue | Position |
|---|---|---|---|
| 2024 | A New Fuzzy Smoothing Term Model For Stereo MatchingabstractAbstract In this study, we construct a smoothing term structure, which is an essential part of the energy function in binocular matching. However, the existing energy models are mainly deterministic, which cannot adapt to processing low-quality images, especially when there exists a large proportion of vague areas. In order to perform better in processing these low-quality images, in this paper, we construct the smoothing term based on a fuzzy model, which includes fuzzy segmentation, the fuzzy network between the superpixels and the fuzzy relationship between the pixels. These can be compatible with the uncertainty in the image. In addition, to explain the rationality of the calculation of the degree of correlation between superpixels and further elaborate on the property of these degrees between each superpixel, we propose five corresponding theorems with proofs. After we solve the energy model combined with our proposed smoothing term, we compare our disparity results with the corresponding deterministic model and several state-of-the-art algorithms in the experiment. The results verify the effectiveness of the proposed algorithm. Hongjin Zhang, Hui Wei 0001, Wang Bo |
Comput. J. | 1 |
| 2024 | Matching cost function analysis and disparity optimization for low-quality binocular images
Hongjin Zhang, Hui Wei 0001, Huilan Luo |
Expert Syst. Appl. | 1 |
| 2023 | Inference on the Change Point under a High Dimensional Covariance ShiftabstractWe consider the problem of constructing asymptotically valid confidence intervals for the change point in a high-dimensional covariance shift setting. A novel estimator for the change point parameter is developed, and its asymptotic distribution under high dimensional scaling obtained. We establish that the proposed estimator exhibits a sharp $O_p(\psi^{-2})$ rate of convergence, wherein $\psi$ represents the jump size between model parameters before and after the change point. Further, the form of the asymptotic distributions under both a vanishing and a non-vanishing regime of the jump size are characterized. In the former case, it corresponds to the argmax of an asymmetric Brownian motion, while in the latter case to the argmax of an asymmetric random walk. We then obtain the relationship between these distributions, which allows construction of regime (vanishing vs non-vanishing) adaptive confidence intervals. Easy to implement algorithms for the proposed methodology are developed and their performance illustrated on synthetic and real data sets. Abhishek Kaul, Hongjin Zhang, Konstantinos Tsampourakis, George Michailidis |
J. Mach. Learn. Res. | 2 |
| 2023 | A new stereo matching energy model based on image local features
Hongjin Zhang, Hui Wei 0001, Gang Ma 0003 |
Multim. Tools Appl. | 1 |