A note on the smallest eigenvalue of the empirical covariance of causal Gaussian processes

19 December 2022

Papers citing "A note on the smallest eigenvalue of the empirical covariance of causal Gaussian processes"

7 / 7 papers shown

Title
Statistical Learning Theory for Control: A Finite Sample Perspective Anastasios Tsiamis Ingvar M. Ziemann Nikolai Matni George J. Pappas 124 74 0 12 Sep 2022
Learning with little mixing Ingvar M. Ziemann Stephen Tu 55 30 0 16 Jun 2022
Finite Sample Analysis of Stochastic System Identification Anastasios Tsiamis George J. Pappas 32 147 0 21 Mar 2019
Learning Without Mixing: Towards A Sharp Analysis of Linear System Identification Max Simchowitz Horia Mania Stephen Tu Michael I. Jordan Benjamin Recht 44 338 0 22 Feb 2018
Finite Time Identification in Unstable Linear Systems Mohamad Kazem Shirani Faradonbeh Ambuj Tewari George Michailidis 51 146 0 05 Oct 2017
Learning without Concentration S. Mendelson 159 333 0 01 Jan 2014
The lower tail of random quadratic forms, with applications to ordinary least squares and restricted eigenvalue properties R. Oliveira 64 101 0 10 Dec 2013