Inverse Optimization: Closed-Form Solutions, Geometry, and Goodness of Fit

New Inverse Kinematics Algorithms Combining Closed Form Solutions With Nonlinear Optimization for Highly Redundant Robotic Systems

This paper presents inverse position kinematics algorithms with real time capability for Justin, a robotic system with high redundancy and many degrees of freedom. The combination of closed form solutions for parts of the kinematic chain embedded in a nonlinear equation solver is shown to be advantageous. The algorithms are evaluated with the DLR service robot Justin both in simulation and real...

The Information Geometry of Sparse Goodness-of-Fit Testing

Paul Marriott 1,*, Radka Sabolová 2, Germain Van Bever 3 and Frank Critchley 2 1 Department of Statistics and Actuarial Science, University of Waterloo, 200 University Avenue West, Waterloo, ON N2L 3G1, Canada 2 School of Mathematics and Statistics, The Open University, Walton Hall, Milton Keynes, Buckinghamshire MK7 6AA, UK; [email protected] (R.S.); [email protected] (F.C.) 3 Dep...

Closed-form Solutions to Discrete-time Portfolio Optimization Problems

In this paper, we study some discrete-time portfolio optimization problems. We introduce a discrete-time financial market model. The change in asset prices is modelled in contrast to the continuous-time market model by stochastic difference equations. We provide solutions of these stochastic difference equations. Then we introduce the discrete-time risk measures and the portfolio optimization p...

Goodness of Fit

Nonparametric Goodness-of-fit

This paper develops an approach to testing the adequacy of both classical and Bayesian models given sample data. An important feature of the approach is that we are able to test the practical scientiic hypothesis of whether the true underlying model is close to some hypothesized model. The notion of closeness is based on measurement precision and requires the introduction of a metric for which ...