arXiv subjects

Alexander Sohn

Publications and source records attributed to Alexander Sohn.

4 recordsLinked to original sources

arXiv2024

Digitizing Touch with an Artificial Multimodal Fingertip

Touch is a crucial sensing modality that provides rich information about object properties and interactions with the physical environment. Humans and robots both benefit from using touch to perceive and interact with the surrounding environment (Johansson and Flanagan, 2009; Li et al., 2020; Calandra et al., 2017). However, no existing systems provide rich, multi-modal digital touch-sensing capabilities through a hemispherical compliant embodiment. Here, we describe several conceptual and technological innovations to improve the digitization of touch. These advances are embodied in an artificial finger-shaped sensor with advanced sensing capabilities. Significantly, this fingertip contains high-resolution sensors (~8.3 million taxels) that respond to omnidirectional touch, capture multi-modal signals, and use on-device artificial intelligence to process the data in real time. Evaluations show that the artificial fingertip can resolve spatial features as small as 7 um, sense normal and shear forces with a resolution of 1.01 mN and 1.27 mN, respectively, perceive vibrations up to 10 kHz, sense heat, and even sense odor. Furthermore, it embeds an on-device AI neural network accelerator that acts as a peripheral nervous system on a robot and mimics the reflex arc found in humans. These results demonstrate the possibility of digitizing touch with superhuman performance. The implications are profound, and we anticipate potential applications in robotics (industrial, medical, agricultural, and consumer-level), virtual reality and telepresence, prosthetics, and e-commerce. Toward digitizing touch at scale, we open-source a modular platform to facilitate future research on the nature of touch.

cs.RO↗

arXiv2015

Bayesian structured additive distributional regression with an application to regional income inequality in Germany

We propose a generic Bayesian framework for inference in distributional regression models in which each parameter of a potentially complex response distribution and not only the mean is related to a structured additive predictor. The latter is composed additively of a variety of different functional effect types such as nonlinear effects, spatial effects, random coefficients, interaction surfaces or other (possibly nonstandard) basis function representations. To enforce specific properties of the functional effects such as smoothness, informative multivariate Gaussian priors are assigned to the basis function coefficients. Inference can then be based on computationally efficient Markov chain Monte Carlo simulation techniques where a generic procedure makes use of distribution-specific iteratively weighted least squares approximations to the full conditionals. The framework of distributional regression encompasses many special cases relevant for treating nonstandard response structures such as highly skewed nonnegative responses, overdispersed and zero-inflated counts or shares including the possibility for zero- and one-inflation. We discuss distributional regression along a study on determinants of labour incomes for full-time working males in Germany with a particular focus on regional differences after the German reunification. Controlling for age, education, work experience and local disparities, we estimate full conditional income distributions allowing us to study various distributional quantities such as moments, quantiles or inequality measures in a consistent manner in one joint model. Detailed guidance on practical aspects of model choice including the selection of several competing distributions for labour incomes and the consideration of different covariate effects on the income distribution complete the distributional regression analysis. We find that next to a lower expected income, full-time working men in East Germany also face a more unequal income distribution than men in the West, ceteris paribus.

stat.AP↗

arXiv2013

Nonparametric inference in hidden Markov models using P-splines

Hidden Markov models (HMMs) are flexible time series models in which the distributions of the observations depend on unobserved serially correlated states. The state-dependent distributions in HMMs are usually taken from some class of parametrically specified distributions. The choice of this class can be difficult, and an unfortunate choice can have serious consequences for example on state estimates, on forecasts and generally on the resulting model complexity and interpretation, in particular with respect to the number of states. We develop a novel approach for estimating the state-dependent distributions of an HMM in a nonparametric way, which is based on the idea of representing the corresponding densities as linear combinations of a large number of standardized B-spline basis functions, imposing a penalty term on non-smoothness in order to maintain a good balance between goodness-of-fit and smoothness. We illustrate the nonparametric modeling approach in a real data application concerned with vertical speeds of a diving beaked whale, demonstrating that compared to parametric counterparts it can lead to models that are more parsimonious in terms of the number of states yet fit the data equally well.

stat.ME↗

arXiv2013

Semiparametric stochastic volatility modelling using penalized splines

Stochastic volatility (SV) models mimic many of the stylized facts attributed to time series of asset returns, while maintaining conceptual simplicity. The commonly made assumption of conditionally normally distributed or Student-t-distributed returns, given the volatility, has however been questioned. In this manuscript, we introduce a novel maximum penalized likelihood approach for estimating the conditional distribution in an SV model in a nonparametric way, thus avoiding any potentially critical assumptions on the shape. The considered framework exploits the strengths both of the powerful hidden Markov model machinery and of penalized B-splines, and constitutes a powerful and flexible alternative to recently developed Bayesian approaches to semiparametric SV modelling. We demonstrate the feasibility of the approach in a simulation study before outlining its potential in applications to three series of returns on stocks and one series of stock index returns.

stat.ME↗