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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…
stat.ML2022
Transportation-Inequalities, Lyapunov Stability and Sampling for Dynamical Systems on Continuous State Space
Muhammad Abdullah Naeem, Miroslav Pajic
We study the concentration phenomenon for discrete-time random dynamical systems with an unbounded state space. We develop a heuristic approach towards obtaining exponential concen…