3 papers
math.ST2023
From Spectral Theorem to Statistical Independence with Application to System Identification
Muhammad Abdullah Naeem, Amir Khazraei, Miroslav Pajic
High dimensional random dynamical systems are ubiquitous, including -- but not limited to -- cyber-physical systems, daily return on different stocks of S&P 1500 and velocity profi…
math.ST2023
High Dimensional Geometry and Limitations in System Identification
Muhammad Abdullah Naeem, Miroslav Pajic
We study the problem of identification of linear dynamical system from a single trajectory, via excitations of isotropic Gaussian. In stark contrast with previously reported result…
stat.ML2023
Learning and Concentration for High Dimensional Linear Gaussians: an Invariant Subspace Approach
Muhammad Abdullah Naeem
In this work, we study non-asymptotic bounds on correlation between two time realizations of stable linear systems with isotropic Gaussian noise. Consequently, via sampling from a…