340 research outputs found
Regression on manifolds: Estimation of the exterior derivative
Collinearity and near-collinearity of predictors cause difficulties when
doing regression. In these cases, variable selection becomes untenable because
of mathematical issues concerning the existence and numerical stability of the
regression coefficients, and interpretation of the coefficients is ambiguous
because gradients are not defined. Using a differential geometric
interpretation, in which the regression coefficients are interpreted as
estimates of the exterior derivative of a function, we develop a new method to
do regression in the presence of collinearities. Our regularization scheme can
improve estimation error, and it can be easily modified to include lasso-type
regularization. These estimators also have simple extensions to the "large ,
small " context.Comment: Published in at http://dx.doi.org/10.1214/10-AOS823 the Annals of
Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical
Statistics (http://www.imstat.org
Fast Reachable Set Approximations via State Decoupling Disturbances
With the recent surge of interest in using robotics and automation for civil
purposes, providing safety and performance guarantees has become extremely
important. In the past, differential games have been successfully used for the
analysis of safety-critical systems. In particular, the Hamilton-Jacobi (HJ)
formulation of differential games provides a flexible way to compute the
reachable set, which can characterize the set of states which lead to either
desirable or undesirable configurations, depending on the application. While HJ
reachability is applicable to many small practical systems, the curse of
dimensionality prevents the direct application of HJ reachability to many
larger systems. To address computation complexity issues, various efficient
computation methods in the literature have been developed for approximating or
exactly computing the solution to HJ partial differential equations, but only
when the system dynamics are of specific forms. In this paper, we propose a
flexible method to trade off optimality with computation complexity in HJ
reachability analysis. To achieve this, we propose to simplify system dynamics
by treating state variables as disturbances. We prove that the resulting
approximation is conservative in the desired direction, and demonstrate our
method using a four-dimensional plane model.Comment: in Proceedings of the IEE Conference on Decision and Control, 201
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