SPLODE: Semi-Probabilistic Point and Line Odometry with Depth Estimation from RGB-D Camera Motion

Active depth cameras suffer from several limitations, which cause incomplete and noisy depth maps, and may consequently affect the performance of RGB-D Odometry. To address this issue, this paper presents a visual odometry method based on point and line features that leverages both measurements from a depth sensor and depth estimates from camera motion. Depth estimates are generated continuously by a probabilistic depth estimation framework for both types of features to compensate for the lack of depth measurements and inaccurate feature depth associations. The framework models explicitly the uncertainty of triangulating depth from both point and line observations to validate and obtain precise estimates. Furthermore, depth measurements are exploited by propagating them through a depth map registration module and using a frame-to-frame motion estimation method that considers 3D-to-2D and 2D-to-3D reprojection errors, independently. Results on RGB-D sequences captured on large indoor and outdoor scenes, where depth sensor limitations are critical, show that the combination of depth measurements and estimates through our approach is able to overcome the absence and inaccuracy of depth measurements.Comment: IROS 201

Estimation methods for stochastic volatility models: a survey

Although stochastic volatility (SV) models have an intuitive appeal, their empirical application has been limited mainly due to difficulties involved in their estimation. The main problem is that the likelihood function is hard to evaluate. However, recently, several new estimation methods have been introduced and the literature on SV models has grown substantially. In this article, we review this literature. We describe the main estimators of the parameters and the underlying volatilities focusing on their advantages and limitations both from the theoretical and empirical point of view. We complete the survey with an application of the most important procedures to the S&P 500 stock price index.Publicad

Endogeneity in quantile regression models: a control function approach

This paper considers a linear triangular simultaneous equations model with conditional quantile restrictions. The paper adjusts for endogeneity by adopting a control function approach and presents a simple two-step estimator that exploits the partially linear structure of the model. The first step consists of estimation of the residuals of the reduced-form equation for the endogenous explanatory variable. The second step is series estimation of the primary equation with the reduced-form residual included nonparametrically as an additional explanatory variable. This paper imposes no functional form restrictions on the stochastic relationship between the reduced-form residual and the disturbance term in the primary equation conditional on observable explanatory variables. The paper presents regularity conditions for consistency and asymptotic normality of the two-step estimator. In addition, the paper provides some discussions on related estimation methods in the literature and on possible extensions and limitations of the estimation approach. Finally, the numerical performance and usefulness of the estimator are illustrated by the results of Monte Carlo experiments and two empirical examples, demand for fish and returns to schooling