Tootfinder

Inclusive ASR for Disfluent Speech: Cascaded Large-Scale Self-Supervised Learning with Targeted Fine-Tuning and Data Augmentation
Dena Mujtaba, Nihar R. Mahapatra, Megan Arney, J. Scott Yaruss, Caryn Herring, Jia Bin
https://arxiv.org/abs/2406.10177

Inclusive ASR for Disfluent Speech: Cascaded Large-Scale Self-Supervised Learning with Targeted Fine-Tuning and Data Augmentation
Automatic speech recognition (ASR) systems often falter while processing stuttering-related disfluencies -- such as involuntary blocks and word repetitions -- yielding inaccurate transcripts. A critical barrier to progress is the scarcity of large, annotated disfluent speech datasets. Therefore, we present an inclusive ASR design approach, leveraging large-scale self-supervised learning on standard speech followed by targeted fine-tuning and data augmentation on a smaller, curated dataset of di…

This https://arxiv.org/abs/2403.11711 has been replaced.
initial toot: https://mastoxiv.page/@arXiv_nuc…

New insights on fission of $^{235}$U induced by high energy neutrons from a new measurement at CERN n\_TOF
The $^{235}$U(n,f) reaction cross section was measured relative to neutron-proton elastic scattering for the first time in the energy region from 10 MeV to 440 MeV at the CERN n\_TOF facility, extending the upper limit of the only previous measurement in the literature by more than 200 MeV. Two independent detection systems were used simultaneously to extract the fission cross section. For neutron energies below 200 MeV, the present results agree within one standard deviation with the data avai…

Constrained mean-variance investment-reinsurance under the Cram\'er-Lundberg model with random coefficients
Xiaomin Shi, Zuo Quan Xu
https://arxiv.org/abs/2406.10465

Constrained mean-variance investment-reinsurance under the Cramér-Lundberg model with random coefficients
In this paper, we study an optimal mean-variance investment-reinsurance problem for an insurer (she) under a Cramér-Lundberg model with random coefficients. At any time, the insurer can purchase reinsurance or acquire new business and invest her surplus in a security market consisting of a risk-free asset and multiple risky assets, subject to a general convex cone investment constraint. We reduce the problem to a constrained stochastic linear-quadratic control problem with jumps whose solution…