--This is the third part of a series of studies that model the target trajectory, which describes the target state evolution over continuous time, as a sample path of a stochastic process (SP). By adopting a deterministic-stochastic decomposition framework, we decompose the learning of the trajectory SP into two sequential stages: the first fits the deterministic trend of the trajectory using a curve function of time, while the second estimates the residual stochastic component through parametric learning of either a Gaussian process (GP) or Student's-t process (StP). This leads to a Markov-free data-driven tracking approach that produces the continuous-time trajectory with minimal prior knowledge of the target dynamics. It does not only take advantage of the smooth trend of the target but also makes use of the long-term temporal correlation of both the data noise and the model fitting error . Simulations in four maneuvering target tracking scenarios have demonstrated its effectiveness and superiority in comparison with existing approaches. ARGET tracking that involves the online estimation of the trajectory of a target has been a long-standing research topic and plays a significant role in aerospace, traffic, defense, robotics, etc. [1] In essence, target tracking is more about estimating the continuous-time trajectory of the target rather than merely a finite number of point states. The continuous-time trajectory enables the acquisition of a point estimate of the state at any time in the trajectory period. However, the converse is not true. X, defined in spatio-temporal space, where X denotes the state space. Manuscript created Feb 2025; This work was supported in part by the National Natural Science Foundation of China under Grants 62422117 and 62201316 and in part by the Fundamental Research Funds for the Central Universities.

Limited by the context window size of Large Language Models(LLMs), handling various tasks with input tokens exceeding the upper limit has been challenging, whether it is a simple direct retrieval task or a complex multi-hop reasoning task. Although various methods have been proposed to enhance the long-context processing capabilities of LLMs, they either incur substantial post-training costs, or require additional tool modules(e.g.,RAG), or have not shown significant improvement in realistic tasks. Our work observes the correlation between the attention distribution and generated answers across each layer, and establishes the attention allocation aligns with retrieval-augmented capabilities through experiments. Drawing on the above insights, we propose a novel method InfiniRetri that leverages the LLMs's own attention information to enable accurate retrieval across inputs of infinitely length. Our evaluations indicate that InfiniRetri achieves 100% accuracy in the Needle-In-a-Haystack(NIH) test over 1M tokens using a 0.5B parameter model, surpassing other method or larger models and setting a new state-of-the-art(SOTA). Moreover, our method achieves significant performance improvements on real-world benchmarks, with a maximum 288% improvement. In addition, InfiniRetri can be applied to any Transformer-based LLMs without additional training and substantially reduces inference latency and compute overhead in long texts. In summary, our comprehensive studies show InfiniRetri's potential for practical applications and creates a paradigm for retrievaling information using LLMs own capabilities under infinite-length tokens. Code will be released in link.

POI representation learning plays a crucial role in handling tasks related to user mobility data. Recent studies have shown that enriching POI representations with multimodal information can significantly enhance their task performance. Previously, the textual information incorporated into POI representations typically involved only POI categories or check-in content, leading to relatively weak textual features in existing methods. In contrast, large language models (LLMs) trained on extensive text data have been found to possess rich textual knowledge. However leveraging such knowledge to enhance POI representation learning presents two key challenges: first, how to extract POI-related knowledge from LLMs effectively, and second, how to integrate the extracted information to enhance POI representations. To address these challenges, we propose POI-Enhancer, a portable framework that leverages LLMs to improve POI representations produced by classic POI learning models. We first design three specialized prompts to extract semantic information from LLMs efficiently. Then, the Dual Feature Alignment module enhances the quality of the extracted information, while the Semantic Feature Fusion module preserves its integrity. The Cross Attention Fusion module then fully adaptively integrates such high-quality information into POI representations and Multi-View Contrastive Learning further injects human-understandable semantic information into these representations. Extensive experiments on three real-world datasets demonstrate the effectiveness of our framework, showing significant improvements across all baseline representations.

Effective urban traffic management is vital for sustainable city development, relying on intelligent systems with machine learning tasks such as traffic flow prediction and travel time estimation. Traditional approaches usually focus on static road network and trajectory representation learning, and overlook the dynamic nature of traffic states and trajectories, which is crucial for downstream tasks. To address this gap, we propose TRACK, a novel framework to bridge traffic state and trajectory data for dynamic road network and trajectory representation learning. TRACK leverages graph attention networks (GAT) to encode static and spatial road segment features, and introduces a transformer-based model for trajectory representation learning. By incorporating transition probabilities from trajectory data into GAT attention weights, TRACK captures dynamic spatial features of road segments. Meanwhile, TRACK designs a traffic transformer encoder to capture the spatial-temporal dynamics of road segments from traffic state data. To further enhance dynamic representations, TRACK proposes a co-attentional transformer encoder and a trajectory-traffic state matching task. Extensive experiments on real-life urban traffic datasets demonstrate the superiority of TRACK over state-of-the-art baselines. Case studies confirm TRACK's ability to capture spatial-temporal dynamics effectively.

Recent years have witnessed the perfect encounter of deep learning and quantitative trading has achieved great success in stock investment. Numerous deep learning-based models have been developed for forecasting stock returns, leveraging the powerful representation capabilities of neural networks to identify patterns and factors influencing stock prices. These models can effectively capture general patterns in the market, such as stock price trends, volume-price relationships, and time variations. However, the impact of special irrationality factors -- such as market sentiment, speculative behavior, market manipulation, and psychological biases -- have not been fully considered in existing deep stock forecasting models due to their relative abstraction as well as lack of explicit labels and data description. To fill this gap, we propose UMI, a Universal multi-level Market Irrationality factor model to enhance stock return forecasting. The UMI model learns factors that can reflect irrational behaviors in market from both individual stock and overall market levels. For the stock-level, UMI construct an estimated rational price for each stock, which is cointegrated with the stock's actual price. The discrepancy between the actual and the rational prices serves as a factor to indicate stock-level irrational events. Additionally, we define market-level irrational behaviors as anomalous synchronous fluctuations of stocks within a market. Using two self-supervised representation learning tasks, i.e., sub-market comparative learning and market synchronism prediction, the UMI model incorporates market-level irrationalities into a market representation vector, which is then used as the market-level irrationality factor.

Trajectory data mining is crucial for smart city management. However, collecting large-scale trajectory datasets is challenging due to factors such as commercial conflicts and privacy regulations. Therefore, we urgently need trajectory generation techniques to address this issue. Existing trajectory generation methods rely on the global road network structure of cities. When the road network structure changes, these methods are often not transferable to other cities. In fact, there exist invariant mobility patterns between different cities: 1) People prefer paths with the minimal travel cost; 2) The travel cost of roads has an invariant relationship with the topological features of the road network. Based on the above insight, this paper proposes a Generalizable Trajectory Generation model (GTG). The model consists of three parts: 1) Extracting city-invariant road representation based on Space Syntax method; 2) Cross-city travel cost prediction through disentangled adversarial training; 3) Travel preference learning by shortest path search and preference update. By learning invariant movement patterns, the model is capable of generating trajectories in new cities. Experiments on three datasets demonstrates that our model significantly outperforms existing models in terms of generalization ability.

-- EEG-based fatigue monitoring can effectively reduce the incidence of related traffic accidents. In the past decade, with the advancement of deep learning, convolu-tional neural networks (CNN) have been increasingly used for EEG signal processing. However, due to the data's non-Euclidean characteristics, existing CNNs may lose important spatial information from EEG, specifically channel correlation. Thus, we propose the node-holistic graph convo-lutional network (NHGNet), a model that uses graphic convolution to dynamically learn each channel's features. The interpretability is enhanced by revealing critical areas of brain activity and their interrelations in various mental states. In validations on two public datasets, NHGNet outperforms the SOTAs. Specifically, in the intra-subject, NHGNet improved detection accuracy by at least 2.34% and 3.42%, and in the inter-subjects, it improved by at least 2.09% and 15.06%. Visualization research on the model revealed that the central parietal area plays an important role in detecting fatigue levels, whereas the frontal and temporal lobes are essential for maintaining vigilance. Duo Chen is with the School of Artificial Intelligence and Information T echnology, Nanjing University of Chinese Medicine, Nanjing 210023, China (e-mail: 380013@njucm.edu.cn). Yi Ding is with the College of Computing and Data Science, Nanyang T echnological University, Singapore.

In on-device Retrieval Augmented Generation (RAG) systems, the limitations of device computational capabilities and data privacy restrict the use of powerful models, such as large language models and advanced text embedding models, necessitating reliance on smaller alternatives. Consequently, currently used pipelines heavily rely on LLMs for a comprehensive understanding of text semantics when computing embedding similarity for retrieval, facing significant challenges. These smaller models often struggle to capture the precise semantic nuances within lengthy texts, complicating accurate matching. To tackle these challenges, it is essential to: i) Reduce the complexity of input content for generation, ensuring that semantic information is clear and concise; ii) Shorten the length of input content for smaller language models, facilitating improved comprehension and retrieval accuracy. Additionally, employing effective graph indexing structures can help mitigate performance deficiencies in semantic matching, thereby enhancing the overall retrieval process. In MiniRAG, we propose a Graph-based Knowledge Retrieval mechanism that effectively leverages the semantic-aware heterogeneous graph G constructed during the indexing phase, in conjunction with lightweight text embeddings, to achieve efficient knowledge retrieval. By employing a graph-based search design, we aim to ease the burden on precise semantic matching with large language models. This approach facilitates the acquisition of rich and accurate textual content at a low computational cost, thereby enhancing the ability of language models to generate precise responses.

Distributionally robust policy learning aims to find a policy that performs well under the worst-case distributional shift, and yet most existing methods for robust policy learning consider the worst-case joint distribution of the covariate and the outcome. The joint-modeling strategy can be unnecessarily conservative when we have more information on the source of distributional shifts. This paper studiesa more nuanced problem -- robust policy learning under the concept drift, when only the conditional relationship between the outcome and the covariate changes. To this end, we first provide a doubly-robust estimator for evaluating the worst-case average reward of a given policy under a set of perturbed conditional distributions. We show that the policy value estimator enjoys asymptotic normality even if the nuisance parameters are estimated with a slower-than-root-$n$ rate. We then propose a learning algorithm that outputs the policy maximizing the estimated policy value within a given policy class $\Pi$, and show that the sub-optimality gap of the proposed algorithm is of the order $\kappa(\Pi)n^{-1/2}$, with $\kappa(\Pi)$ is the entropy integral of $\Pi$ under the Hamming distance and $n$ is the sample size. A matching lower bound is provided to show the optimality of the rate. The proposed methods are implemented and evaluated in numerical studies, demonstrating substantial improvement compared with existing benchmarks.

Typical dynamic ST data includes trajectory data (representing individual-level mobility) and traffic state data (representing population-level mobility). Traditional studies often treat trajectory and traffic state data as distinct, independent modalities, each tailored to specific tasks within a single modality. However, real-world applications, such as navigation apps, require joint analysis of trajectory and traffic state data. Treating these data types as two separate domains can lead to suboptimal model performance. Although recent advances in ST data pre-training and ST foundation models aim to develop universal models for ST data analysis, most existing models are "multi-task, solo-data modality" (MTSM), meaning they can handle multiple tasks within either trajectory data or traffic state data, but not both simultaneously. To address this gap, this paper introduces BIGCity, the first multi-task, multi-data modality (MTMD) model for ST data analysis. The model targets two key challenges in designing an MTMD ST model: (1) unifying the representations of different ST data modalities, and (2) unifying heterogeneous ST analysis tasks. To overcome the first challenge, BIGCity introduces a novel ST-unit that represents both trajectories and traffic states in a unified format. Additionally, for the second challenge, BIGCity adopts a tunable large model with ST task-oriented prompt, enabling it to perform a range of heterogeneous tasks without the need for fine-tuning. Extensive experiments on real-world datasets demonstrate that BIGCity achieves state-of-the-art performance across 8 tasks, outperforming 18 baselines. To the best of our knowledge, BIGCity is the first model capable of handling both trajectories and traffic states for diverse heterogeneous tasks. Our code are available at https://github.com/bigscity/BIGCity