7 citations · 27 across the 27 of their papers we have counts for
3 papers · 1 filter
A Tutorial on the Non-Asymptotic Theory of System Identification
Ingvar Ziemann, Anastasios Tsiamis, Bruce Lee +3
This tutorial serves as an introduction to recently developed non-asymptotic methods in the theory of -- mainly linear -- system identification. We emphasize tools we deem particul…
The noise level in linear regression with dependent data
Ingvar Ziemann, Stephen Tu, George J. Pappas +1
We derive upper bounds for random design linear regression with dependent (-mixing) data absent any realizability assumptions. In contrast to the strictly realizable martingale…
The Fundamental Limitations of Learning Linear-Quadratic Regulators
Bruce D. Lee, Ingvar Ziemann, Anastasios Tsiamis +2
We present a local minimax lower bound on the excess cost of designing a linear-quadratic controller from offline data. The bound is valid for any offline exploration policy that c…