7 citations · 27 across the 27 of their papers we have counts for
7 papers · 1 filter
A note on the smallest eigenvalue of the empirical covariance of causal Gaussian processes
Ingvar Ziemann
We present a simple proof for bounding the smallest eigenvalue of the empirical covariance in a causal Gaussian process. Along the way, we establish a one-sided tail inequality for…
Statistical Learning Theory for Control: A Finite Sample Perspective
Anastasios Tsiamis, Ingvar Ziemann, Nikolai Matni +1
This tutorial survey provides an overview of recent non-asymptotic advances in statistical learning theory as relevant to control and system identification. While there has been su…
How are policy gradient methods affected by the limits of control?
Ingvar Ziemann, Anastasios Tsiamis, Henrik Sandberg +1
We study stochastic policy gradient methods from the perspective of control-theoretic limitations. Our main result is that ill-conditioned linear systems in the sense of Doyle inev…
Learning with little mixing
Ingvar Ziemann, Stephen Tu
We study square loss in a realizable time-series framework with martingale difference noise. Our main result is a fast rate excess risk bound which shows that whenever a trajectory…
Learning to Control Linear Systems can be Hard
Anastasios Tsiamis, Ingvar Ziemann, Manfred Morari +2
In this paper, we study the statistical difficulty of learning to control linear systems. We focus on two standard benchmarks, the sample complexity of stabilization, and the regre…
Single Trajectory Nonparametric Learning of Nonlinear Dynamics
Ingvar Ziemann, Henrik Sandberg, Nikolai Matni
Given a single trajectory of a dynamical system, we analyze the performance of the nonparametric least squares estimator (LSE). More precisely, we give nonasymptotic expected …
Regret Lower Bounds for Learning Linear Quadratic Gaussian Systems
Ingvar Ziemann, Henrik Sandberg
TWe establish regret lower bounds for adaptively controlling an unknown linear Gaussian system with quadratic costs. We combine ideas from experiment design, estimation theory and…