arXiv subjects

Thomas Wiemann

Publications and source records attributed to Thomas Wiemann.

9 recordsLinked to original sources

arXiv2026

An Introduction to Double/Debiased Machine Learning

This paper provides an introduction to Double/Debiased Machine Learning (DML). DML is a general approach to performing inference about a target parameter in the presence of nuisance functions: objects that are needed to identify the target parameter but are not of primary interest. Nuisance functions arise naturally in many settings, such as when controlling for confounding variables or leveraging instruments. The paper describes two biases that arise from nuisance function estimation and explains how DML alleviates these biases. Consequently, DML allows the use of flexible methods, including machine learning tools, for estimating nuisance functions, reducing the dependence on auxiliary functional form assumptions and enabling the use of complex non-tabular data, such as text or images. We illustrate the application of DML through simulations and empirical examples. We conclude with a discussion of recommended practices. A companion website includes additional examples with code and references to other resources.

econ.EM↗

arXiv2024

Model Averaging and Double Machine Learning

This paper discusses pairing double/debiased machine learning (DDML) with stacking, a model averaging method for combining multiple candidate learners, to estimate structural parameters. In addition to conventional stacking, we consider two stacking variants available for DDML: short-stacking exploits the cross-fitting step of DDML to substantially reduce the computational burden and pooled stacking enforces common stacking weights over cross-fitting folds. Using calibrated simulation studies and two applications estimating gender gaps in citations and wages, we show that DDML with stacking is more robust to partially unknown functional forms than common alternative approaches based on single pre-selected learners. We provide Stata and R software implementing our proposals.

econ.EM↗

arXiv2024

Mesh-based Object Tracking for Dynamic Semantic 3D Scene Graphs via Ray Tracing

In this paper, we present a novel method for 3D geometric scene graph generation using range sensors and RGB cameras. We initially detect instance-wise keypoints with a YOLOv8s model to compute 6D pose estimates of known objects by solving PnP. We use a ray tracing approach to track a geometric scene graph consisting of mesh models of object instances. In contrast to classical point-to-point matching, this leads to more robust results, especially under occlusions between objects instances. We show that using this hybrid strategy leads to robust self-localization, pre-segmentation of the range sensor data and accurate pose tracking of objects using the same environmental representation. All detected objects are integrated into a semantic scene graph. This scene graph then serves as a front end to a semantic mapping framework to allow spatial reasoning.

cs.RO↗

arXiv2024

MICP-L: Mesh-based ICP for Robot Localization using Hardware-Accelerated Ray Casting

Triangle mesh maps are a versatile 3D environment representation for robots to navigate in challenging indoor and outdoor environments exhibiting tunnels, hills and varying slopes. To make use of these mesh maps, methods are needed to accurately localize robots in such maps to perform essential tasks like path planning and navigation. We present Mesh ICP Localization (MICP-L), a novel and computationally efficient method for registering one or more range sensors to a triangle mesh map to continuously localize a robot in 6D, even in GPS-denied environments. We accelerate the computation of ray casting correspondences (RCC) between range sensors and mesh maps by supporting different parallel computing devices like multicore CPUs, GPUs and the latest NVIDIA RTX hardware. By additionally transforming the covariance computation into a reduction operation, we can optimize the initial guessed poses in parallel on CPUs or GPUs, making our implementation applicable in real-time on many architectures. We demonstrate the robustness of our localization approach with datasets from agricultural, aerial, and automotive domains.

cs.RO↗

arXiv2024

Optimal Categorical Instrumental Variables

This paper discusses estimation with a categorical instrumental variable in settings with potentially few observations per category. The proposed categorical instrumental variable estimator (CIV) leverages a regularization assumption that implies existence of a latent categorical variable with fixed finite support achieving the same first stage fit as the observed instrument. In asymptotic regimes that allow the number of observations per category to grow at arbitrary small polynomial rate with the sample size, I show that when the cardinality of the support of the optimal instrument is known, CIV is root-n asymptotically normal, achieves the same asymptotic variance as the oracle IV estimator that presumes knowledge of the optimal instrument, and is semiparametrically efficient under homoskedasticity. Under-specifying the number of support points reduces efficiency but maintains asymptotic normality. In an application that leverages judge fixed effects as instruments, CIV compares favorably to commonly used jackknife-based instrumental variable estimators.

econ.EM↗

arXiv2024

ddml: Double/debiased machine learning in Stata

We introduce the package ddml for Double/Debiased Machine Learning (DDML) in Stata. Estimators of causal parameters for five different econometric models are supported, allowing for flexible estimation of causal effects of endogenous variables in settings with unknown functional forms and/or many exogenous variables. ddml is compatible with many existing supervised machine learning programs in Stata. We recommend using DDML in combination with stacking estimation which combines multiple machine learners into a final predictor. We provide Monte Carlo evidence to support our recommendation.

econ.EM↗

arXiv2023

FeatSense -- A Feature-based Registration Algorithm with GPU-accelerated TSDF-Mapping Backend for NVIDIA Jetson Boards

This paper presents FeatSense, a feature-based GPU-accelerated SLAM system for high resolution LiDARs, combined with a map generation algorithm for real-time generation of large Truncated Signed Distance Fields (TSDFs) on embedded hardware. FeatSense uses LiDAR point cloud features for odometry estimation and point cloud registration. The registered point clouds are integrated into a global Truncated Signed Distance Field (TSDF) representation. FeatSense is intended to run on embedded systems with integrated GPU-accelerator like NVIDIA Jetson boards. In this paper, we present a real-time capable TSDF-SLAM system specially tailored for close coupled CPU/GPU systems. The implementation is evaluated in various structured and unstructured environments and benchmarked against existing reference datasets. The main contribution of this paper is the ability to register up to 128 scan lines of an Ouster OS1-128 LiDAR at 10Hz on a NVIDIA AGX Xavier while achieving a TSDF map generation speedup by a factor of 100 compared to previous work on the same power budget.

cs.RO↗

arXiv2023

Towards 6D MCL for LiDARs in 3D TSDF Maps on Embedded Systems with GPUs

Monte Carlo Localization is a widely used approach in the field of mobile robotics. While this problem has been well studied in the 2D case, global localization in 3D maps with six degrees of freedom has so far been too computationally demanding. Hence, no mobile robot system has yet been presented in literature that is able to solve it in real-time. The computationally most intensive step is the evaluation of the sensor model, but it also offers high parallelization potential. This work investigates the massive parallelization of the evaluation of particles in truncated signed distance fields for three-dimensional laser scanners on embedded GPUs. The implementation on the GPU is 30 times as fast and more than 50 times more energy efficient compared to a CPU implementation.

cs.RO↗

arXiv2022

Rmagine: 3D Range Sensor Simulation in Polygonal Maps via Raytracing for Embedded Hardware on Mobile Robots

Sensor simulation has emerged as a promising and powerful technique to find solutions to many real-world robotic tasks like localization and pose tracking.However, commonly used simulators have high hardware requirements and are therefore used mostly on high-end computers. In this paper, we present an approach to simulate range sensors directly on embedded hardware of mobile robots that use triangle meshes as environment map. This library called Rmagine allows a robot to simulate sensor data for arbitrary range sensors directly on board via raytracing. Since robots typically only have limited computational resources, the Rmagine aims at being flexible and lightweight, while scaling well even to large environment maps. It runs on several platforms like Laptops or embedded computing boards like Nvidia Jetson by putting an unified API over the specific proprietary libraries provided by the hardware manufacturers. This work is designed to support the future development of robotic applications depending on simulation of range data that could previously not be computed in reasonable time on mobile systems.

cs.RO↗