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math.ST2025
Joint learning of a network of linear dynamical systems via total variation penalization
Claire Donnat, Olga Klopp, Hemant Tyagi
We consider the problem of joint estimation of the parameters of linear dynamical systems, given access to single realizations of their respective trajectories, each of length…
math.ST2025
Low-Rank Graphon Estimation: Theory and Applications to Graphon Games
Olga Klopp, Fedor Noskov
We study low-rank estimation of an unknown sparse graphon from sampled network data under operator-norm loss, motivated by targeted interventions in graphon games. Starting from th…