activity
20192021
most citedOnline Learning of the Kalman Filter with Logarithmic Regret

1 citations · 2 across the 3 of their papers we have counts for

collaborators

6 papers

math.OC2021

Encrypted Distributed Lasso for Sparse Data Predictive Control

Andreea B. Alexandru, Anastasios Tsiamis, George J. Pappas

The least squares problem with L1-regularized regressors, called Lasso, is a widely used approach in optimization problems where sparsity of the regressors is desired. This formula…

eess.SY2021

Linear Systems can be Hard to Learn

Anastasios Tsiamis, George J. Pappas

In this paper, we investigate when system identification is statistically easy or hard, in the finite sample regime. Statistically easy to learn linear system classes have sample c…

math.OC20201 cited

Sparse Approximate Solutions to Max-Plus Equations with Application to Multivariate Convex Regression

Nikos Tsilivis, Anastasios Tsiamis, Petros Maragos

In this work, we study the problem of finding approximate, with minimum support set, solutions to matrix max-plus equations, which we call sparse approximate solutions. We show how…

eess.SY2020

Risk-Constrained Linear-Quadratic Regulators

Anastasios Tsiamis, Dionysios S. Kalogerias, Luiz F. O. Chamon +2

We propose a new risk-constrained reformulation of the standard Linear Quadratic Regulator (LQR) problem. Our framework is motivated by the fact that the classical (risk-neutral) L…

cs.LG20201 cited

Online Learning of the Kalman Filter with Logarithmic Regret

Anastasios Tsiamis, George Pappas

In this paper, we consider the problem of predicting observations generated online by an unknown, partially observed linear system, which is driven by stochastic noise. For such sy…

eess.SY2019

Sample Complexity of Kalman Filtering for Unknown Systems

Anastasios Tsiamis, Nikolai Matni, George J. Pappas

In this paper, we consider the task of designing a Kalman Filter (KF) for an unknown and partially observed autonomous linear time invariant system driven by process and sensor noi…