Krishna Balasubramanian

Liwei Jiang, Abhishek Roy, Krishna Balasubramanian et al.

We consider applying stochastic approximation (SA) methods to solve nonsmooth variational inclusion problems. Existing studies have shown that the averaged iterates of SA methods exhibit asymptotic normality, with an optimal limiting covariance matrix in the local minimax sense of Hájek and Le Cam. However, no methods have been proposed to estimate this covariance matrix in a nonsmooth and potentially non-monotone (nonconvex) setting. In this paper, we study an online batch-means covariance matrix estimator introduced in Zhu et al.(2023). The estimator groups the SA iterates appropriately and computes the sample covariance among batches as an estimate of the limiting covariance. Its construction does not require prior knowledge of the total sample size, and updates can be performed recursively as new data arrives. We establish that, as long as the batch size sequence is properly specified (depending on the stepsize sequence), the estimator achieves a convergence rate of order $O(\sqrt{d}n^{-1/8+\varepsilon})$ for any $\varepsilon>0$, where $d$ and $n$ denote the problem dimensionality and the number of iterations (or samples) used. Although the problem is nonsmooth and potentially non-monotone (nonconvex), our convergence rate matches the best-known rate for covariance estimation methods using only first-order information in smooth and strongly-convex settings. The consistency of this covariance estimator enables asymptotically valid statistical inference, including constructing confidence intervals and performing hypothesis testing.

Christoforos Mavrogiannis, Krishna Balasubramanian, Sriyash Poddar et al.

We focus on robot navigation in crowded environments. The challenge of predicting the motion of a crowd around a robot makes it hard to ensure human safety and comfort. Recent approaches often employ end-to-end techniques for robot control or deep architectures for high-fidelity human motion prediction. While these methods achieve important performance benchmarks in simulated domains, dataset limitations and high sample complexity tend to prevent them from transferring to real-world environments. Our key insight is that a low-dimensional representation that captures critical features of crowd-robot dynamics could be sufficient to enable a robot to wind through a crowd smoothly. To this end, we mathematically formalize the act of passing between two agents as a rotation, using a notion of topological invariance. Based on this formalism, we design a cost functional that favors robot trajectories contributing higher passing progress and penalizes switching between different sides of a human. We incorporate this functional into a model predictive controller that employs a simple constant-velocity model of human motion prediction. This results in robot motion that accomplishes statistically significantly higher clearances from the crowd compared to state-of-the-art baselines while maintaining competitive levels of efficiency, across extensive simulations and challenging real-world experiments on a self-balancing robot.

Krishna Balasubramanian, Elynn Y. Chen, Jianqing Fan et al.

Sparse PCA is a widely used technique for high-dimensional data analysis. In this paper, we propose a new method called low-rank principal eigenmatrix analysis. Different from sparse PCA, the dominant eigenvectors are allowed to be dense but are assumed to have a low-rank structure when matricized appropriately. Such a structure arises naturally in several practical cases: Indeed the top eigenvector of a circulant matrix, when matricized appropriately is a rank-1 matrix. We propose a matricized rank-truncated power method that could be efficiently implemented and establish its computational and statistical properties. Extensive experiments on several synthetic data sets demonstrate the competitive empirical performance of our method.