42 citations · 156 across the 35 of their papers we have counts for
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cs.LG2020★ 1 cited
Improved rates for prediction and identification of partially observed linear dynamical systems
Holden Lee
Identification of a linear time-invariant dynamical system from partial observations is a fundamental problem in control theory. Particularly challenging are systems exhibiting lon…
cs.LG2020
Efficient sampling from the Bingham distribution
Rong Ge, Holden Lee, Jianfeng Lu +1
We give a algorithm for exact sampling from the Bingham distribution on the sphere with expected runtime of $\operatorname{poly}(d…
cs.LG2020★ 6 cited
No-Regret Prediction in Marginally Stable Systems
Udaya Ghai, Holden Lee, Karan Singh +2
We consider the problem of online prediction in a marginally stable linear dynamical system subject to bounded adversarial or (non-isotropic) stochastic perturbations. This poses t…