3 citations · 10 across the 13 of their papers we have counts for
6 papers · 1 filter
Bayesian Model Selection for Change Point Detection and Clustering
Othmane Mazhar, Cristian R. Rojas, Carlo Fischione +1
We address the new problem of estimating a piece-wise constant signal with the purpose of detecting its change points and the levels of clusters. Our approach is to model it as a n…
A Finite-Sample Deviation Bound for Stable Autoregressive Processes
Rodrigo A. González, Cristian R. Rojas
In this paper, we study non-asymptotic deviation bounds of the least squares estimator in Gaussian AR() processes. By relying on martingale concentration inequalities and a tail…
Finite impulse response models: A non-asymptotic analysis of the least squares estimator
Boualem Djehiche, Othmane Mazhar, Cristian R. Rojas
We consider a finite impulse response system with centered independent sub-Gaussian design covariates and noise components that are not necessarily identically distributed. We deri…
What Did Your Adversary Believe? Optimal Filtering and Smoothing in Counter-Adversarial Autonomous Systems
Robert Mattila, Inês Lourenço, Vikram Krishnamurthy +2
We consider fixed-interval smoothing problems for counter-adversarial autonomous systems. An adversary deploys an autonomous filtering and control system that i) measures our curre…
Finite sample deviation and variance bounds for first order autoregressive processes
Rodrigo A. González, Cristian R. Rojas
In this paper, we study finite-sample properties of the least squares estimator in first order autoregressive processes. By leveraging a result from decoupling theory, we derive up…
Consistency Analysis of the Simplified Refined Instrumental Variable Method for Continuous-time Systems
Siqi Pan, Rodrigo A. González, James S. Welsh +1
In this paper, we analyse the consistency of the Simplified Refined Instrumental Variable method for Continuous-time systems (SRIVC). It is well known that the intersample behaviou…