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arXiv Machine Learning By Xiaomian Yang, Sungho Shin

Learning Linear Systems under Heavy-Tailed Noise: A Non-Asymptotic Analysis from A Single Trajectory

Read the original on arXiv Machine Learning →

arXiv:2610. 00637v1 Announce Type: new Abstract: We establish non-asymptotic sample complexity bounds for the least-squares estimation of vector autoregressive models for exponentially stable systems with heavy-tailed noise based on a single observed trajectory.

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