Michael Stanley

Arpit Jadon, Haoran Wang, Phillip Thomas et al.

As perception models continue to develop, the need for large-scale datasets increases. However, data annotation remains far too expensive to effectively scale and meet the demand. Synthetic datasets provide a solution to boost model performance with substantially reduced costs. However, current synthetic datasets remain limited in their scope, realism, and are designed for specific tasks and applications. In this work, we present RealDriveSim, a realistic multi-modal synthetic dataset for autonomous driving that not only supports popular 2D computer vision applications but also their LiDAR counterparts, providing fine-grained annotations for up to 64 classes. We extensively evaluate our dataset for a wide range of applications and domains, demonstrating state-of-the-art results compared to existing synthetic benchmarks. The dataset is publicly available at https://realdrivesim.github.io/.

Hamed Hamze Bajgiran, Pau Batlle Franch, Houman Owhadi et al.

There are essentially three kinds of approaches to Uncertainty Quantification (UQ): (A) robust optimization, (B) Bayesian, (C) decision theory. Although (A) is robust, it is unfavorable with respect to accuracy and data assimilation. (B) requires a prior, it is generally brittle and posterior estimations can be slow. Although (C) leads to the identification of an optimal prior, its approximation suffers from the curse of dimensionality and the notion of risk is one that is averaged with respect to the distribution of the data. We introduce a 4th kind which is a hybrid between (A), (B), (C), and hypothesis testing. It can be summarized as, after observing a sample $x$, (1) defining a likelihood region through the relative likelihood and (2) playing a minmax game in that region to define optimal estimators and their risk. The resulting method has several desirable properties (a) an optimal prior is identified after measuring the data, and the notion of risk is a posterior one, (b) the determination of the optimal estimate and its risk can be reduced to computing the minimum enclosing ball of the image of the likelihood region under the quantity of interest map (which is fast and not subject to the curse of dimensionality). The method is characterized by a parameter in $ [0,1]$ acting as an assumed lower bound on the rarity of the observed data (the relative likelihood). When that parameter is near $1$, the method produces a posterior distribution concentrated around a maximum likelihood estimate with tight but low confidence UQ estimates. When that parameter is near $0$, the method produces a maximal risk posterior distribution with high confidence UQ estimates. In addition to navigating the accuracy-uncertainty tradeoff, the proposed method addresses the brittleness of Bayesian inference by navigating the robustness-accuracy tradeoff associated with data assimilation.