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This paper presents an efficient and safe method to avoid static and dynamic obstacles based on LiDAR. First, point cloud is used to generate a real-time local grid map for obstacle detection. Then, obstacles are clustered by DBSCAN algorithm and enclosed with minimum bounding ellipses (MBEs). In addition, data association is conducted to match each MBE with the obstacle in the current frame. Considering MBE as an observation, Kalman filter (KF) is used to estimate and predict the motion state of the obstacle. In this way, the trajectory of each obstacle in the forward time domain can be parameterized as a set of ellipses. Due to the uncertainty of the MBE, the semi-major and semi-minor axes of the parameterized ellipse are extended to ensure safety. We extend the traditional Control Barrier Function (CBF) and propose Dynamic Control Barrier Function (D-CBF). We combine D-CBF with Model Predictive Control (MPC) to implement safety-critical dynamic obstacle avoidance. Experiments in simulated and real scenarios are conducted to verify the effectiveness of our algorithm. The source code is released for the reference of the community.

Modeling and control of high-dimensional, nonlinear robotic systems remains a challenging task. While various model- and learning-based approaches have been proposed to address these challenges, they broadly lack generalizability to different control tasks and rarely preserve the structure of the dynamics. In this work, we propose a new, data-driven approach for extracting low-dimensional models from data using Spectral Submanifold Reduction (SSMR). In contrast to other data-driven methods which fit dynamical models to training trajectories, we identify the dynamics on generic, low-dimensional attractors embedded in the full phase space of the robotic system. This allows us to obtain computationally-tractable models for control which preserve the system's dominant dynamics and better track trajectories radically different from the training data. We demonstrate the superior performance and generalizability of SSMR in dynamic trajectory tracking tasks vis-a-vis the state of the art, including Koopman operator-based approaches.

The significant presence of demand charges in electric bills motivates large-load customers to utilize energy storage to reduce the peak procurement from the grid. We herein study the problem of energy storage allocation for peak minimization, under the online setting where irrevocable decisions are sequentially made without knowing future demands. The problem is uniquely challenging due to (i) the coupling of online decisions across time imposed by the inventory constraints and (ii) the noncumulative nature of the peak procurement. We apply the CR-Pursuit framework and address the challenges unique to our minimization problem to design an online algorithm achieving the optimal competitive ratio (CR) among all online algorithms. We show that the optimal CR can be computed in polynomial time by solving a linear number of linear-fractional problems. More importantly, we generalize our approach to develop an \emph{anytime-optimal} online algorithm that achieves the best possible CR at any epoch, given the inputs and online decisions so far. The algorithm retains the optimal worst-case performance and attains adaptive average-case performance. Trace-driven simulations show that our algorithm can decrease the peak demand by an extra 19% compared to baseline alternatives under typical settings.

Asymptotic study on the partition function $p(n)$ began with the work of Hardy and Ramanujan. Later Rademacher obtained a convergent series for $p(n)$ and an error bound was given by Lehmer. Despite having this, a full asymptotic expansion for $p(n)$ with an explicit error bound is not known. Recently O'Sullivan studied the asymptotic expansion of $p^{k}(n)$-partitions into $k$th powers, initiated by Wright, and consequently obtained an asymptotic expansion for $p(n)$ along with a concise description of the coefficients involved in the expansion but without any estimation of the error term. Here we consider a detailed and comprehensive analysis on an estimation of the error term obtained by truncating the asymptotic expansion for $p(n)$ at any positive integer $n$. This gives rise to an infinite family of inequalities for $p(n)$ which finally answers to a question proposed by Chen. Our error term estimation predominantly relies on applications of algorithmic methods from symbolic summation.

In this paper we study estimating Generalized Linear Models (GLMs) in the case where the agents (individuals) are strategic or self-interested and they concern about their privacy when reporting data. Compared with the classical setting, here we aim to design mechanisms that can both incentivize most agents to truthfully report their data and preserve the privacy of individuals' reports, while their outputs should also close to the underlying parameter. In the first part of the paper, we consider the case where the covariates are sub-Gaussian and the responses are heavy-tailed where they only have the finite fourth moments. First, motivated by the stationary condition of the maximizer of the likelihood function, we derive a novel private and closed form estimator. Based on the estimator, we propose a mechanism which has the following properties via some appropriate design of the computation and payment scheme for several canonical models such as linear regression, logistic regression and Poisson regression: (1) the mechanism is $o(1)$-jointly differentially private (with probability at least $1-o(1)$); (2) it is an $o(\frac{1}{n})$-approximate Bayes Nash equilibrium for a $(1-o(1))$-fraction of agents to truthfully report their data, where $n$ is the number of agents; (3) the output could achieve an error of $o(1)$ to the underlying parameter; (4) it is individually rational for a $(1-o(1))$ fraction of agents in the mechanism ; (5) the payment budget required from the analyst to run the mechanism is $o(1)$. In the second part, we consider the linear regression model under more general setting where both covariates and responses are heavy-tailed and only have finite fourth moments. By using an $\ell_4$-norm shrinkage operator, we propose a private estimator and payment scheme which have similar properties as in the sub-Gaussian case.

We study the algorithmic problem of optimally covering a tree with $k$ mobile robots. The tree is known to all robots, and our goal is to assign a walk to each robot in such a way that the union of these walks covers the whole tree. We assume that the edges have the same length, and that traveling along an edge takes a unit of time. Two objective functions are considered: the cover time and the cover length. The cover time is the maximum time a robot needs to finish its assigned walk and the cover length is the sum of the lengths of all the walks. We also consider a variant in which the robots must rendezvous periodically at the same vertex in at most a certain number of moves. We show that the problem is different for the two cost functions. For the cover time minimization problem, we prove that the problem is NP-hard when $k$ is part of the input, regardless of whether periodic rendezvous are required or not. For the cover length minimization problem, we show that it can be solved in polynomial time when periodic rendezvous are not required, and it is NP-hard otherwise.

Classical results in general equilibrium theory assume divisible goods and convex preferences of market participants. In many real-world markets, participants have non-convex preferences and the allocation problem needs to consider complex constraints. Electricity markets are a prime example. In such markets, Walrasian prices are impossible, and heuristic pricing rules based on the dual of the relaxed allocation problem are used in practice. However, these rules have been criticized for high side-payments and inadequate congestion signals. We show that existing pricing heuristics optimize specific design goals that can be conflicting. The trade-offs can be substantial, and we establish that the design of pricing rules is fundamentally a multi-objective optimization problem addressing different incentives. In addition to traditional multi-objective optimization techniques using weighing of individual objectives, we introduce a novel parameter-free pricing rule that minimizes incentives for market participants to deviate locally. Our findings show how the new pricing rule capitalizes on the upsides of existing pricing rules under scrutiny today. It leads to prices that incur low make-whole payments while providing adequate congestion signals and low lost opportunity costs. Our suggested pricing rule does not require weighing of objectives, it is computationally scalable, and balances trade-offs in a principled manner, addressing an important policy issue in electricity markets.

To estimate causal effects, analysts performing observational studies in health settings utilize several strategies to mitigate bias due to confounding by indication. There are two broad classes of approaches for these purposes: use of confounders and instrumental variables (IVs). Because such approaches are largely characterized by untestable assumptions, analysts must operate under an indefinite paradigm that these methods will work imperfectly. In this tutorial, we formalize a set of general principles and heuristics for estimating causal effects in the two approaches when the assumptions are potentially violated. This crucially requires reframing the process of observational studies as hypothesizing potential scenarios where the estimates from one approach are less inconsistent than the other. While most of our discussion of methodology centers around the linear setting, we touch upon complexities in non-linear settings and flexible procedures such as target minimum loss-based estimation (TMLE) and double machine learning (DML). To demonstrate the application of our principles, we investigate the use of donepezil off-label for mild cognitive impairment (MCI). We compare and contrast results from confounder and IV methods, traditional and flexible, within our analysis and to a similar observational study and clinical trial.

Unsupervised domain adaptation has recently emerged as an effective paradigm for generalizing deep neural networks to new target domains. However, there is still enormous potential to be tapped to reach the fully supervised performance. In this paper, we present a novel active learning strategy to assist knowledge transfer in the target domain, dubbed active domain adaptation. We start from an observation that energy-based models exhibit free energy biases when training (source) and test (target) data come from different distributions. Inspired by this inherent mechanism, we empirically reveal that a simple yet efficient energy-based sampling strategy sheds light on selecting the most valuable target samples than existing approaches requiring particular architectures or computation of the distances. Our algorithm, Energy-based Active Domain Adaptation (EADA), queries groups of targe data that incorporate both domain characteristic and instance uncertainty into every selection round. Meanwhile, by aligning the free energy of target data compact around the source domain via a regularization term, domain gap can be implicitly diminished. Through extensive experiments, we show that EADA surpasses state-of-the-art methods on well-known challenging benchmarks with substantial improvements, making it a useful option in the open world. Code is available at //github.com/BIT-DA/EADA.

In this monograph, I introduce the basic concepts of Online Learning through a modern view of Online Convex Optimization. Here, online learning refers to the framework of regret minimization under worst-case assumptions. I present first-order and second-order algorithms for online learning with convex losses, in Euclidean and non-Euclidean settings. All the algorithms are clearly presented as instantiation of Online Mirror Descent or Follow-The-Regularized-Leader and their variants. Particular attention is given to the issue of tuning the parameters of the algorithms and learning in unbounded domains, through adaptive and parameter-free online learning algorithms. Non-convex losses are dealt through convex surrogate losses and through randomization. The bandit setting is also briefly discussed, touching on the problem of adversarial and stochastic multi-armed bandits. These notes do not require prior knowledge of convex analysis and all the required mathematical tools are rigorously explained. Moreover, all the proofs have been carefully chosen to be as simple and as short as possible.