相关论文: Set Identified Dynamic Economies and Robustness to…

Precise identification of dynamic models in robotics is essential to support control design, friction compensation, output torque estimation, etc. A longstanding challenge remains in the identification of friction models for robotic joints,…

This work is devoted to modelling and identification of the dynamics of the inter-sectoral balance of a macroeconomic system. An approach to the problem of specification and identification of a weakly formalized dynamical system is…

This paper proposes a friction model parameter identification routine that can work with highly nonlinear and chaotic systems. The chosen system for this study is a passively-actuated tilted Furuta pendulum, which is known to have a highly…

Many structural econometric models include latent variables on whose probability distributions one may wish to place minimal restrictions. Leading examples in panel data models are individual-specific variables sometimes treated as "fixed…

Friction systems are mechanical systems wherein friction is used for force transmission (e.g. mechanical braking systems or automatic gearboxes). For finding optimal and safe design parameters, engineers have to predict friction system…

This paper tackles challenges in pricing and revenue projections due to consumer uncertainty. We propose a novel data-based approach for firms facing unknown consumer type distributions. Unlike existing methods, we assume firms only observe…

This paper develops a unified identification framework for counterfactual analysis in incomplete models characterized by support and moment restrictions. I demonstrate that identifying structural parameters and conducting counterfactual…

In order to provide robust, reliable, and accurate position and velocity control of motor drives, friction compensation has emerged as a key difficulty. Non-characterised friction could give rise to large position errors and vibrations…

This paper studies the design of mechanisms that are robust to misspecification. We introduce a novel notion of robustness that connects a variety of disparate approaches and study its implications in a wide class of mechanism design…

Friction is ubiquitous in daily life, from nanoscale machines to large engineering components. By probing the intricate interplay between system parameters and frictional behavior, scientists seek to unveil the underlying mechanisms that…

Estimation and counterfactual analysis in dynamic structural models rely on assumptions about the dynamic process of latent variables, which may be misspecified. We propose a framework to quantify the sensitivity of scalar parameters of…

This paper studies identification and estimation of a class of dynamic models in which the decision maker (DM) is uncertain about the data-generating process. The DM surrounds a benchmark model that he or she fears is misspecified by a set…

In this paper, I consider a simple heterogeneous agents model of a production economy with uncertain climate change and examine constrained efficient carbon taxation. If there are frictionless, complete financial markets, the simple model…

Dynamical systems are frequently used to model biological systems. When these models are fit to data it is necessary to ascertain the uncertainty in the model fit. Here we present prediction deviation, a new metric of uncertainty that…

We consider a class of misspecified dynamical models where the governing term is only approximately known. Under the assumption that observations of the system's evolution are accessible for various initial conditions, our goal is to infer…

We study the robustness of system estimation to parametric perturbations in system dynamics and initial conditions. We define the problem of sensitivity-based parametric uncertainty quantification in dynamical system estimation. The main…

The latest Industrial revolution has helped industries in achieving very high rates of productivity and efficiency. It has introduced data aggregation and cyber-physical systems to optimize planning and scheduling. Although, uncertainty in…

This paper presents a novel machine learning approach to GDP prediction that incorporates volatility as a model weight. The proposed method is specifically designed to identify and select the most relevant macroeconomic variables for…

In this paper we consider the problem of inference on a class of sets describing a collection of admissible models as solutions to a single smooth inequality. Classical and recent examples include, among others, the Hansen-Jagannathan (HJ)…

We show that identification in a general class of dynamic panel logit models with fixed effects is related to the truncated moment problem from the mathematics literature. We use this connection to show that the identified set for…