Fetching the paper…
Reading the bibliography…
We present an efficient and practical (polynomial time) algorithm for online prediction in unknown and partially observed linear dynamical systems (LDS) under stochastic noise.
Convergence of an adaptive filter algorithm
Lennart Ljung · 1978
Earlier work this paper cites.
Predictors for the first-order autoregressive process
Wayne A Fuller and David P Hasza · 1980
Earlier work this paper cites.
Properties of predictors for autoregressive time series
Wayne A Fuller and David P Hasza · 1981
Earlier work this paper cites.
Least squares estimates in stochastic regression models with applications to identification and control of dynamic systems
Tze Leung Lai, Ching Zong Wei, et al · 1982
Earlier work this paper cites.
Adaptive prediction by least squares predictors in stochastic regression models with applications to time series
CZ Wei · 1987
Earlier work this paper cites.
Minimax risk over hyperrectangles, and implications
David L Donoho, Richard C Liu, and Brenda MacGibbon · 1990
Earlier work this paper cites.
On density estimation in the view of Kolmogorov’s ideas in approximation theory
Rafael Hasminskii, Ildar Ibragimov, et al · 1990
Earlier work this paper cites.
Recursive identification and adaptive prediction in linear stochastic systems
Tze Leung Lai and Zhiliang Ying · 1991
Earlier work this paper cites.
Rates of convergence for empirical processes of stationary mixing sequences
Bin Yu · 1994
Earlier work this paper cites.
Constructive Approximation: Advanced Problems , volume 304
George G Lorentz, Manfred von Golitschek, and Yuly Makovoz · 1996
Earlier work this paper cites.
A model-based algorithm for blood glucose control in type I diabetic patients
Robert S Parker, Francis J Doyle, and Nicholas A Peppas · 1999
Earlier work this paper cites.
Linear Estimation
Thomas Kailath, Ali H Sayed, and Babak Hassibi · 2000
Earlier work this paper cites.
Nonasymptotic bounds for autoregressive time series modeling
Alexander Goldenshluger and Assaf Zeevi · 2001
Earlier work this paper cites.
Continuous time Bayesian networks
Uri Nodelman, Christian R Shelton, and Daphne Koller · 2002
Earlier work this paper cites.
Compressed sensing
David L Donoho · 2006
Earlier work this paper cites.
Simultaneous localization and mapping: Part I
Hugh Durrant-Whyte and Tim Bailey · 2006
Earlier work this paper cites.
The Schur complement and its applications , volume 4
Fuzhen Zhang · 2006
Earlier work this paper cites.
Probabilistic detection of short events, with application to critical care monitoring
Norm Aleks, Stuart J Russell, Michael G Madden, Diane Morabito, Kristan Staudenmayer, Mitchell Cohen, and Geoffrey T Manley · 2009
Earlier work this paper cites.
On accuracy of approximation of the spectral radius by the Gelfand formula
Victor Kozyakin · 2009
Earlier work this paper cites.
Rademacher complexity bounds for non-iid processes
Mehryar Mohri and Afshin Rostamizadeh · 2009
Cited alongside, same era.
Why are DBNs sparse?
Shaunak Chatterjee and Stuart Russell · 2010
Cited alongside, same era.
Improved algorithms for linear stochastic bandits
Yasin Abbasi-Yadkori, Dávid Pál, and Csaba Szepesvári · 2011
Cited alongside, same era.
Kalman filter for robot vision: A survey
SY Chen · 2011
Cited alongside, same era.
A tail inequality for quadratic forms of subgaussian random vectors
Daniel Hsu, Sham Kakade, Tong Zhang, et al · 2012
Cited alongside, same era.
The minimax risk of truncated series estimators for symmetric convex polytopes
Adel Javanmard and Li Zhang · 2012
Cited alongside, same era.
Finite time identification in unstable linear systems
Mohamad Kazem Shirani Faradonbeh, Ambuj Tewari, and George Michailidis · 2018
Later among the works it cites.
Logistic regression: The importance of being improper
Dylan J Foster, Satyen Kale, Haipeng Luo, Mehryar Mohri, and Karthik Sridharan · 2018
Later among the works it cites.
Gradient descent learns linear dynamical systems
Moritz Hardt, Tengyu Ma, and Benjamin Recht · 2018
Later among the works it cites.
Spectral filtering for general linear dynamical systems
Elad Hazan, Holden Lee, Karan Singh, Cyril Zhang, and Yi Zhang · 2018
Later among the works it cites.
Near optimal finite time identification of arbitrary linear dynamical systems
Tuhin Sarkar and Alexander Rakhlin · 2018
Later among the works it cites.
alphaXiv searches the wider corpus for related work and actual follow-ups.
alphaXiv is searching for related work…
N-widths in Approximation Theory , volume 7
Allan Pinkus · 2012
Cited alongside, same era.
Learning without concentration
Shahar Mendelson · 2014
Cited alongside, same era.
A linear dynamical system model for text
David Belanger and Sham Kakade · 2015
Cited alongside, same era.
Volume ratio, sparsity, and minimaxity under unitarily invariant norms
Zongming Ma and Yihong Wu · 2015
Cited alongside, same era.
On the singular values of matrices with displacement structure
Bernhard Beckermann and Alex Townsend · 2017
Cited alongside, same era.
Long short-term memory Kalman filters: Recurrent neural estimators for pose regularization
Huseyin Coskun, Felix Achilles, Robert DiPietro, Nassir Navab, and Federico Tombari · 2017
Cited alongside, same era.
Learning without mixing: towards a sharp analysis of linear system identification
Max Simchowitz, Horia Mania, Stephen Tu, Michael I Jordan, and Benjamin Recht · 2018
Later among the works it cites.
High-Dimensional Probability: An Introduction with Applications in Data Science , volume 47
Roman Vershynin · 2018
Later among the works it cites.
Identification of structured state-space models
Chengpu Yu, Lennart Ljung, and Michel Verhaegen · 2018
Later among the works it cites.
Introduction to online convex optimization
Elad Hazan · 2019
Later among the works it cites.
Online learning of linear dynamical systems: Exponential forgetting in Kalman filters
Mark Kozdoba, Jakub Marecek, Tigran Tchrakian, and Shie Mannor · 2019
Later among the works it cites.
Certainty equivalent control of LQR is efficient
Horia Mania, Stephen Tu, and Benjamin Recht · 2019
Later among the works it cites.
Learning linear dynamical systems with semi-parametric least squares
Max Simchowitz, Ross Boczar, and Benjamin Recht · 2019
Later among the works it cites.
Finite sample analysis of stochastic system identification
Anastasios Tsiamis and George J Pappas · 2019
Later among the works it cites.
No-regret prediction in marginally stable systems
Udaya Ghai, Holden Lee, Karan Singh, Cyril Zhang, and Yi Zhang · 2020
Closest in time.
Naive exploration is optimal for online LQR
Max Simchowitz and Dylan J Foster · 2020
Closest in time.
Online learning of the Kalman filter with logarithmic regret
Anastasios Tsiamis and George Pappas · 2020
Closest in time.
The local geometry of testing in ellipses: Tight control via localized Kolmogorov widths
Yuting Wei and Martin J Wainwright · 2020
Closest in time.
From Gauss to Kolmogorov: Localized measures of complexity for ellipses
Yuting Wei, Billy Fang, Martin J Wainwright, et al · 2020
Closest in time.