40,139 research outputs found
Nonlinear State-Space Models for Microeconometric Panel Data
In applied microeconometric panel data analyses, time-constant random effects and first-order Markov chains are the most prevalent structures to account for intertemporal correlations in limited dependent variable models. An example from health economics shows that the addition of a simple autoregressive error terms leads to a more plausible and parsimonious model which also captures the dynamic features better. The computational problems encountered in the estimation of such models - and a broader class formulated in the framework of nonlinear state space models - hampers their widespread use. This paper discusses the application of different nonlinear filtering approaches developed in the time-series literature to these models and suggests that a straightforward algorithm based on sequential Gaussian quadrature can be expected to perform well in this setting. This conjecture is impressively confirmed by an extensive analysis of the example application
Second-Order Inference for the Mean of a Variable Missing at Random
We present a second-order estimator of the mean of a variable subject to
missingness, under the missing at random assumption. The estimator improves
upon existing methods by using an approximate second-order expansion of the
parameter functional, in addition to the first-order expansion employed by
standard doubly robust methods. This results in weaker assumptions about the
convergence rates necessary to establish consistency, local efficiency, and
asymptotic linearity. The general estimation strategy is developed under the
targeted minimum loss-based estimation (TMLE) framework. We present a
simulation comparing the sensitivity of the first and second order estimators
to the convergence rate of the initial estimators of the outcome regression and
missingness score. In our simulation, the second-order TMLE improved the
coverage probability of a confidence interval by up to 85%. In addition, we
present a first-order estimator inspired by a second-order expansion of the
parameter functional. This estimator only requires one-dimensional smoothing,
whereas implementation of the second-order TMLE generally requires kernel
smoothing on the covariate space. The first-order estimator proposed is
expected to have improved finite sample performance compared to existing
first-order estimators. In our simulations, the proposed first-order estimator
improved the coverage probability by up to 90%. We provide an illustration of
our methods using a publicly available dataset to determine the effect of an
anticoagulant on health outcomes of patients undergoing percutaneous coronary
intervention. We provide R code implementing the proposed estimator
Single-shot quantum memory advantage in the simulation of stochastic processes
Stochastic processes underlie a vast range of natural and social phenomena.
Some processes such as atomic decay feature intrinsic randomness, whereas other
complex processes, e.g. traffic congestion, are effectively probabilistic
because we cannot track all relevant variables. To simulate a stochastic
system's future behaviour, information about its past must be stored and thus
memory is a key resource. Quantum information processing promises a memory
advantage for stochastic simulation that has been validated in recent
proof-of-concept experiments. Yet, in all past works, the memory saving would
only become accessible in the limit of a large number of parallel simulations,
because the memory registers of individual quantum simulators had the same
dimensionality as their classical counterparts. Here, we report the first
experimental demonstration that a quantum stochastic simulator can encode the
relevant information in fewer dimensions than any classical simulator, thereby
achieving a quantum memory advantage even for an individual simulator. Our
photonic experiment thus establishes the potential of a new, practical resource
saving in the simulation of complex systems
Reset-free Trial-and-Error Learning for Robot Damage Recovery
The high probability of hardware failures prevents many advanced robots
(e.g., legged robots) from being confidently deployed in real-world situations
(e.g., post-disaster rescue). Instead of attempting to diagnose the failures,
robots could adapt by trial-and-error in order to be able to complete their
tasks. In this situation, damage recovery can be seen as a Reinforcement
Learning (RL) problem. However, the best RL algorithms for robotics require the
robot and the environment to be reset to an initial state after each episode,
that is, the robot is not learning autonomously. In addition, most of the RL
methods for robotics do not scale well with complex robots (e.g., walking
robots) and either cannot be used at all or take too long to converge to a
solution (e.g., hours of learning). In this paper, we introduce a novel
learning algorithm called "Reset-free Trial-and-Error" (RTE) that (1) breaks
the complexity by pre-generating hundreds of possible behaviors with a dynamics
simulator of the intact robot, and (2) allows complex robots to quickly recover
from damage while completing their tasks and taking the environment into
account. We evaluate our algorithm on a simulated wheeled robot, a simulated
six-legged robot, and a real six-legged walking robot that are damaged in
several ways (e.g., a missing leg, a shortened leg, faulty motor, etc.) and
whose objective is to reach a sequence of targets in an arena. Our experiments
show that the robots can recover most of their locomotion abilities in an
environment with obstacles, and without any human intervention.Comment: 18 pages, 16 figures, 3 tables, 6 pseudocodes/algorithms, video at
https://youtu.be/IqtyHFrb3BU, code at
https://github.com/resibots/chatzilygeroudis_2018_rt
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