40,053 research outputs found
Lipschitz Robustness of Finite-state Transducers
We investigate the problem of checking if a finite-state transducer is robust
to uncertainty in its input. Our notion of robustness is based on the analytic
notion of Lipschitz continuity --- a transducer is K-(Lipschitz) robust if the
perturbation in its output is at most K times the perturbation in its input. We
quantify input and output perturbation using similarity functions. We show that
K-robustness is undecidable even for deterministic transducers. We identify a
class of functional transducers, which admits a polynomial time
automata-theoretic decision procedure for K-robustness. This class includes
Mealy machines and functional letter-to-letter transducers. We also study
K-robustness of nondeterministic transducers. Since a nondeterministic
transducer generates a set of output words for each input word, we quantify
output perturbation using set-similarity functions. We show that K-robustness
of nondeterministic transducers is undecidable, even for letter-to-letter
transducers. We identify a class of set-similarity functions which admit
decidable K-robustness of letter-to-letter transducers.Comment: In FSTTCS 201
Counterfactual Sensitivity and Robustness
Researchers frequently make parametric assumptions about the distribution of
unobservables when formulating structural models. Such assumptions are
typically motived by computational convenience rather than economic theory and
are often untestable. Counterfactuals can be particularly sensitive to such
assumptions, threatening the credibility of structural modeling exercises. To
address this issue, we leverage insights from the literature on ambiguity and
model uncertainty to propose a tractable econometric framework for
characterizing the sensitivity of counterfactuals with respect to a
researcher's assumptions about the distribution of unobservables in a class of
structural models. In particular, we show how to construct the smallest and
largest values of the counterfactual as the distribution of unobservables spans
nonparametric neighborhoods of the researcher's assumed specification while
other `structural' features of the model, e.g. equilibrium conditions, are
maintained. Our methods are computationally simple to implement, with the
nuisance distribution effectively profiled out via a low-dimensional convex
program. Our procedure delivers sharp bounds for the identified set of
counterfactuals (i.e. without parametric assumptions about the distribution of
unobservables) as the neighborhoods become large. Over small neighborhoods, we
relate our procedure to a measure of local sensitivity which is further
characterized using an influence function representation. We provide a suitable
sampling theory for plug-in estimators and apply our procedure to models of
strategic interaction and dynamic discrete choice
Poverty, Inequality and Stochastic Dominance, Theory and Practice: The Case of Burkina Faso
In this paper we provide a set of rules that can be used to check poverty or inequality dominance using discrete data. Existing theoretical rules assume continuity in incomes or in percentiles of the population. In reality, with the usual household surveys, this continuity does not exist. However, such a discontinuity can be exploited to test for stochastic dominance. This paper also proposes stochastic dominance conditions that check for the statistical robustness of the inferred rankings. The methodology of this paper is illustrated using Burkina Faso's household surveys for the years of 1994 and 1998.Stochastic Dominance, Poverty, Inequality
Proving Expected Sensitivity of Probabilistic Programs with Randomized Variable-Dependent Termination Time
The notion of program sensitivity (aka Lipschitz continuity) specifies that
changes in the program input result in proportional changes to the program
output. For probabilistic programs the notion is naturally extended to expected
sensitivity. A previous approach develops a relational program logic framework
for proving expected sensitivity of probabilistic while loops, where the number
of iterations is fixed and bounded. In this work, we consider probabilistic
while loops where the number of iterations is not fixed, but randomized and
depends on the initial input values. We present a sound approach for proving
expected sensitivity of such programs. Our sound approach is martingale-based
and can be automated through existing martingale-synthesis algorithms.
Furthermore, our approach is compositional for sequential composition of while
loops under a mild side condition. We demonstrate the effectiveness of our
approach on several classical examples from Gambler's Ruin, stochastic hybrid
systems and stochastic gradient descent. We also present experimental results
showing that our automated approach can handle various probabilistic programs
in the literature
Quantitative Robustness Analysis of Quantum Programs (Extended Version)
Quantum computation is a topic of significant recent interest, with practical
advances coming from both research and industry. A major challenge in quantum
programming is dealing with errors (quantum noise) during execution. Because
quantum resources (e.g., qubits) are scarce, classical error correction
techniques applied at the level of the architecture are currently
cost-prohibitive. But while this reality means that quantum programs are almost
certain to have errors, there as yet exists no principled means to reason about
erroneous behavior. This paper attempts to fill this gap by developing a
semantics for erroneous quantum while-programs, as well as a logic for
reasoning about them. This logic permits proving a property we have identified,
called -robustness, which characterizes possible "distance" between
an ideal program and an erroneous one. We have proved the logic sound, and
showed its utility on several case studies, notably: (1) analyzing the
robustness of noisy versions of the quantum Bernoulli factory (QBF) and quantum
walk (QW); (2) demonstrating the (in)effectiveness of different error
correction schemes on single-qubit errors; and (3) analyzing the robustness of
a fault-tolerant version of QBF.Comment: 34 pages, LaTeX; v2: fixed typo
Control Barrier Function Based Quadratic Programs for Safety Critical Systems
Safety critical systems involve the tight coupling between potentially
conflicting control objectives and safety constraints. As a means of creating a
formal framework for controlling systems of this form, and with a view toward
automotive applications, this paper develops a methodology that allows safety
conditions -- expressed as control barrier functions -- to be unified with
performance objectives -- expressed as control Lyapunov functions -- in the
context of real-time optimization-based controllers. Safety conditions are
specified in terms of forward invariance of a set, and are verified via two
novel generalizations of barrier functions; in each case, the existence of a
barrier function satisfying Lyapunov-like conditions implies forward invariance
of the set, and the relationship between these two classes of barrier functions
is characterized. In addition, each of these formulations yields a notion of
control barrier function (CBF), providing inequality constraints in the control
input that, when satisfied, again imply forward invariance of the set. Through
these constructions, CBFs can naturally be unified with control Lyapunov
functions (CLFs) in the context of a quadratic program (QP); this allows for
the achievement of control objectives (represented by CLFs) subject to
conditions on the admissible states of the system (represented by CBFs). The
mediation of safety and performance through a QP is demonstrated on adaptive
cruise control and lane keeping, two automotive control problems that present
both safety and performance considerations coupled with actuator bounds
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