GSLAM: Initialization-robust Monocular Visual SLAM via Global Structure-from-Motion

Many monocular visual SLAM algorithms are derived from incremental structure-from-motion (SfM) methods. This work proposes a novel monocular SLAM method which integrates recent advances made in global SfM. In particular, we present two main contributions to visual SLAM. First, we solve the visual odometry problem by a novel rank-1 matrix factorization technique which is more robust to the errors in map initialization. Second, we adopt a recent global SfM method for the pose-graph optimization, which leads to a multi-stage linear formulation and enables L1 optimization for better robustness to false loops. The combination of these two approaches generates more robust reconstruction and is significantly faster (4X) than recent state-of-the-art SLAM systems. We also present a new dataset recorded with ground truth camera motion in a Vicon motion capture room, and compare our method to prior systems on it and established benchmark datasets.Comment: 3DV 2017 Project Page: https://frobelbest.github.io/gsla

Cumulative Prospect Theory and the St.Petersburg Paradox

We find that in cumulative prospect theory (CPT) with a concave value function in gains, a lottery with finite expected value may have infinite subjective value. This problem does not occur in expected utility theory. We characterize situations in CPT where the problem can be resolved. In particular, we define a class of admissible probability distributions and admissible parameter regimes for the weighting-- and value functions. In both cases, finiteness of the subjective value can be proved. Alternatively, we suggest a new weighting function for CPT which guarantees finite subjective value for all lotteries with finite expected value, independent of the choice of the value function.

Semiparametric regression analysis with missing response at random

We develop inference tools in a semiparametric partially linear regression model with missing response data. A class of estimators is defined that includes as special cases: a semiparametric regression imputation estimator, a marginal average estimator and a (marginal) propensity score weighted estimator. We show that any of our class of estimators is asymptotically normal. The three special estimators have the same asymptotic variance. They achieve the semiparametric efficiency bound in the homoskedastic Gaussian case. We show that the Jackknife method can be used to consistently estimate the asymptotic variance. Our model and estimators are defined with a view to avoid the curse of dimensionality, that severely limits the applicability of existing methods. The empirical likelihood method is developed. It is shown that when missing responses are imputed using the semiparametric regression method the empirical log-likelihood is asymptotically a scaled chi-square variable. An adjusted empirical log-likelihood ratio, which is asymptotically standard chi-square, is obtained. Also, a bootstrap empirical log-likelihood ratio is derived and its distribution is used to approximate that of the imputed empirical log-likelihood ratio. A simulation study is conducted to compare the adjusted and bootstrap empirical likelihood with the normal approximation based method in terms of coverage accuracies and average lengths of confidence intervals. Based on biases and standard errors, a comparison is also made by simulation between the proposed estimators and the related estimators.