Formalization of Transform Methods using HOL Light

Transform methods, like Laplace and Fourier, are frequently used for analyzing the dynamical behaviour of engineering and physical systems, based on their transfer function, and frequency response or the solutions of their corresponding differential equations. In this paper, we present an ongoing project, which focuses on the higher-order logic formalization of transform methods using HOL Light theorem prover. In particular, we present the motivation of the formalization, which is followed by the related work. Next, we present the task completed so far while highlighting some of the challenges faced during the formalization. Finally, we present a roadmap to achieve our objectives, the current status and the future goals for this project.Comment: 15 Pages, CICM 201

Data-Driven Approach to Simulating Realistic Human Joint Constraints

Modeling realistic human joint limits is important for applications involving physical human-robot interaction. However, setting appropriate human joint limits is challenging because it is pose-dependent: the range of joint motion varies depending on the positions of other bones. The paper introduces a new technique to accurately simulate human joint limits in physics simulation. We propose to learn an implicit equation to represent the boundary of valid human joint configurations from real human data. The function in the implicit equation is represented by a fully connected neural network whose gradients can be efficiently computed via back-propagation. Using gradients, we can efficiently enforce realistic human joint limits through constraint forces in a physics engine or as constraints in an optimization problem.Comment: To appear at ICRA 2018; 6 pages, 9 figures; for associated video, see https://youtu.be/wzkoE7wCbu

The sorted effects method: discovering heterogeneous effects beyond their averages

Supplemental Data & Programs are available here: https://hdl.handle.net/2144/34409The partial (ceteris paribus) effects of interest in nonlinear and interactive linear models are heterogeneous as they can vary dramatically with the underlying observed or unobserved covariates. Despite the apparent importance of heterogeneity, a common practice in modern empirical work is to largely ignore it by reporting average partial effects (or, at best, average effects for some groups). While average effects provide very convenient scalar summaries of typical effects, by definition they fail to reflect the entire variety of the heterogeneous effects. In order to discover these effects much more fully, we propose to estimate and report sorted effects -- a collection of estimated partial effects sorted in increasing order and indexed by percentiles. By construction the sorted effect curves completely represent and help visualize the range of the heterogeneous effects in one plot. They are as convenient and easy to report in practice as the conventional average partial effects. They also serve as a basis for classification analysis, where we divide the observational units into most or least affected groups and summarize their characteristics. We provide a quantification of uncertainty (standard errors and confidence bands) for the estimated sorted effects and related classification analysis, and provide confidence sets for the most and least affected groups. The derived statistical results rely on establishing key, new mathematical results on Hadamard differentiability of a multivariate sorting operator and a related classification operator, which are of independent interest. We apply the sorted effects method and classification analysis to demonstrate several striking patterns in the gender wage gap.https://arxiv.org/abs/1512.05635Accepted manuscrip

The Sorted Effects Method: Discovering Heterogeneous Effects Beyond Their Averages

The partial (ceteris paribus) effects of interest in nonlinear and interactive linear models are heterogeneous as they can vary dramatically with the underlying observed or unobserved covariates. Despite the apparent importance of heterogeneity, a common practice in modern empirical work is to largely ignore it by reporting average partial effects (or, at best, average effects for some groups). While average effects provide very convenient scalar summaries of typical effects, by definition they fail to reflect the entire variety of the heterogeneous effects. In order to discover these effects much more fully, we propose to estimate and report sorted effects -- a collection of estimated partial effects sorted in increasing order and indexed by percentiles. By construction the sorted effect curves completely represent and help visualize the range of the heterogeneous effects in one plot. They are as convenient and easy to report in practice as the conventional average partial effects. They also serve as a basis for classification analysis, where we divide the observational units into most or least affected groups and summarize their characteristics. We provide a quantification of uncertainty (standard errors and confidence bands) for the estimated sorted effects and related classification analysis, and provide confidence sets for the most and least affected groups. The derived statistical results rely on establishing key, new mathematical results on Hadamard differentiability of a multivariate sorting operator and a related classification operator, which are of independent interest. We apply the sorted effects method and classification analysis to demonstrate several striking patterns in the gender wage gap.Comment: 62 pages, 9 figures, 8 tables, includes appendix with supplementary material

Decentralization Estimators for Instrumental Variable Quantile Regression Models

The instrumental variable quantile regression (IVQR) model (Chernozhukov and Hansen, 2005) is a popular tool for estimating causal quantile effects with endogenous covariates. However, estimation is complicated by the non-smoothness and non-convexity of the IVQR GMM objective function. This paper shows that the IVQR estimation problem can be decomposed into a set of conventional quantile regression sub-problems which are convex and can be solved efficiently. This reformulation leads to new identification results and to fast, easy to implement, and tuning-free estimators that do not require the availability of high-level "black box" optimization routines