arXiv subjects

Alessandro Lanteri

Publications and source records attributed to Alessandro Lanteri.

4 recordsLinked to original sources

arXiv2025

Why Autonomous Vehicles Are Not Ready Yet: A Multi-Disciplinary Review of Problems, Attempted Solutions, and Future Directions

Personal autonomous vehicles are cars, trucks and bikes capable of sensing their surrounding environment, planning their route, and driving with little or no involvement of human drivers. Despite the impressive technological achievements made by the industry in recent times and the hopeful announcements made by leading entrepreneurs, to date no personal vehicle is approved for road circulation in a 'fully' or 'semi' autonomous mode (autonomy levels 4 and 5) and it is still unclear when such vehicles will eventually be mature enough to receive this kind of approval. The present review adopts an integrative and multidisciplinary approach to investigate the major challenges faced by the automative sector, with the aim to identify the problems that still trouble and delay the commercialization of autonomous vehicles. The review examines the limitations and risks associated with current technologies and the most promising solutions devised by the researchers. This negative assessment methodology is not motivated by pessimism, but by the aspiration to raise critical awareness about the technology's state-of-the-art, the industry's quality standards, and the society's demands and expectations. While the survey primarily focuses on the applications of artificial intelligence for perception and navigation, it also aims to offer an enlarged picture that links the purely technological aspects with the relevant human-centric aspects, including, cultural attitudes, conceptual assumptions, and normative (ethico-legal) frameworks. Examining the broader context serves to highlight problems that have a cross-disciplinary scope and identify solutions that may benefit from a holistic consideration.

cs.CV↗

arXiv2022

Designing to detect heteroscedasticity in a regression model

We consider the problem of designing experiments to detect the presence of a specified heteroscedastity in a non-linear Gaussian regression model. In this framework, we focus on the ${\rm D}_s$- and KL-criteria and study their relationship with the noncentrality parameter of the asymptotic chi-squared distribution of a likelihood-based test, for local alternatives. Specifically, we found that when the variance function depends just on one parameter, the two criteria coincide asymptotically and in particular, the ${\rm D}_1$-criterion is proportional to the noncentrality parameter. Differently, if the variance function depends on a vector of parameters, then the KL-optimum design converges to the design that maximizes the noncentrality parameter. Furthermore, we confirm our theoretical findings through a simulation study concerning the computation of asymptotic and exact powers of the log-likelihood ratio statistic.

math.ST↗

arXiv2022

Conditional regression for single-index models

The single-index model is a statistical model for intrinsic regression where responses are assumed to depend on a single yet unknown linear combination of the predictors, allowing to express the regression function as $ \mathbb{E} [ Y | X ] = f ( \langle v , X \rangle ) $ for some unknown \emph{index} vector $v$ and \emph{link} function $f$. Conditional methods provide a simple and effective approach to estimate $v$ by averaging moments of $X$ conditioned on $Y$, but depend on parameters whose optimal choice is unknown and do not provide generalization bounds on $f$. In this paper we propose a new conditional method converging at $\sqrt{n}$ rate under an explicit parameter characterization. Moreover, we prove that polynomial partitioning estimates achieve the $1$-dimensional min-max rate for regression of Hölder functions when combined to any $\sqrt{n}$-convergent index estimator. Overall this yields an estimator for dimension reduction and regression of single-index models that attains statistical optimality in quasilinear time.

math.ST↗

arXiv2020

Estimating multi-index models with response-conditional least squares

The multi-index model is a simple yet powerful high-dimensional regression model which circumvents the curse of dimensionality assuming $ \mathbb{E} [ Y | X ] = g(A^\top X) $ for some unknown index space $A$ and link function $g$. In this paper we introduce a method for the estimation of the index space, and study the propagation error of an index space estimate in the regression of the link function. The proposed method approximates the index space by the span of linear regression slope coefficients computed over level sets of the data. Being based on ordinary least squares, our approach is easy to implement and computationally efficient. We prove a tight concentration bound that shows $N^{-1/2}$-convergence, but also faithfully describes the dependence on the chosen partition of level sets, hence giving indications on the hyperparameter tuning. The estimator's competitiveness is confirmed by extensive comparisons with state-of-the-art methods, both on synthetic and real data sets. As a second contribution, we establish minimax optimal generalization bounds for k-nearest neighbors and piecewise polynomial regression when trained on samples projected onto any $N^{-1/2}$-consistent estimate of the index space, thus providing complete and provable estimation of the multi-index model.

math.ST↗