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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,657 papers · 148 categories

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161321482642 · Jun 202019922001200920172026
48 results for linear systems

The paper explores when linear system identification is hard or easy, especially for under-actuated systems.

problem Statistical hardness of learning linear systems, especially under-actuated or under-excited systems.
method Using tools from minimax theory and recent statistical tools for finite sample analysis of system identification.
result The controllability index of linear systems affects the sample complexity of identification, making some systems hard to learn.

New insights into cascade feedback linearization of control systems.

problem Obtaining a cascade feedback linearization for invariant control systems.
method Introducing truncated versions of operators from the calculus of variations to prove new theorems.
result Established new geometry and foundational theorems for future work.

The paper provides a non-asymptotic error bound for linear system identification under nonlinear policies.

problem System identification for linear systems with nonlinear and/or time-varying policies under i.i.d. random excitation noises.
method Least square estimation with non-asymptotic error bound for bounded state and action trajectories.
result The error bound is consistent with linear policies and generalizes existing guarantees.

We learn linear models from nonlinear systems using multiple trajectories and regularization.

problem Identifying linear models from data when the underlying dynamics are nonlinear.
method Multiple trajectories data acquisition followed by regularized least squares.
result Learn linearized dynamics with arbitrarily small error given enough samples.

We identify linear models from nonlinear systems with initialization constraints.

problem Identifying linear models from nonlinear systems with initialization constraints.
method Multiple trajectories-based deterministic data acquisition algorithm followed by regularized least squares.
result We provide a finite sample error bound on the learned linearized dynamics.

New method controls linear systems with partial info and disturbances.

problem Controlling linear dynamical systems under partial observation and adversarial disturbances.
method Double Spectral Control (DSC) using two-level spectral approximation strategy.
result Matches best known regret guarantees with exponential runtime improvement.

Learning to control linear systems is statistically hard, especially for underactuated systems.

problem Statistical difficulty of learning to control linear systems, especially underactuated ones.
method Utilized minimax lower bounds and structural assumptions to prove learning complexity can be exponential.
result Learning complexity can be at most exponential with the controllability index of the system.

Modeling dynamical systems is important in many disciplines, e.g., control, robotics, or neurotechnology. Commonly the state of these systems is not directly observed, but only available through noisy and potentially high-dimensional observations. In these cases, system identification, i.e., finding the measurement map…

2014-10-28abs ↗pdf ↗

The paper tackles long-context linear system identification with improved sample complexity bounds.

problem Identifying dynamical systems with long dependencies over fixed context windows.
method Established sample complexity bounds for systems with linear dependencies over a context window of length p.
result The learning process is not hindered by slow mixing properties in extended context windows.

This paper improves system identification by reducing sample complexity for high-dimensional linear dynamical systems.

problem High sample complexity for learning partially observed linear dynamical systems in high dimensions.
method Introduces an 1\ell_1-regularized estimation method that reduces sample complexity from linear to logarithmic with system dimension.
result Markov parameters can be learned with logarithmic number of samples relative to system dimension, improving sample complexity.

Monodromy and vanishing cycles computed for ample linear systems on simply connected surfaces.

problem Characterizing curves that can be vanishing cycles in degenerations of linear systems.
method Computing mapping class group-valued monodromy and identifying it with r-spin mapping class groups.
result Identifies simple closed curves as vanishing cycles and provides characterizations of discriminants and Lefschetz fibrations.

Linear dynamical systems are a fundamental and powerful parametric model class. However, identifying the parameters of a linear dynamical system is a venerable task, permitting provably efficient solutions only in special cases. This work shows that the eigenspectrum of unknown linear dynamics can be identified without…

2019-08-02abs ↗pdf ↗

The paper tackles joint learning of linear systems, improving accuracy with pooled data.

problem Estimating transition matrices of multiple related linear systems more accurately.
method Developed novel techniques to bound estimation errors and establish high probability bounds for singular values.
result Significant gains in accuracy achieved by pooling data across systems.

Investigates integrable systems with linear periodic integral for e(3) Lie algebra.

problem Analyzes singularities and topological properties of integrable systems.
method Examines singularities of Liouville foliation, bifurcation diagram, transformations of Liouville tori, and isoenergy surfaces.
result Discovers topological properties of integrable systems with linear periodic integral.

Consider a Riemannian metric on two-torus. We prove that the question of existence of polynomial first integrals leads naturally to a remarkable system of quasi-linear equations which turns out to be a Rich system of conservation laws. This reduces the question of integrability to the question of existence of smooth (q…

2009-07-29abs ↗pdf ↗

AdaptOn achieves logarithmic regret in adaptive control of unknown partially observable linear systems.

problem Adaptive control in partially observable linear dynamical systems.
method AdaptOn algorithm that estimates system dynamics through online learning and gradient descent.
result AdaptOn achieves a logarithmic regret bound of polylog(T) after T steps.

Study identifies and validates a method for system identification of Markov jump linear systems.

problem System identification for autonomous Markov jump linear systems with complete state observations.
method Proposes switched least squares method for identification and derives rates of convergence.
result Data-independent rate of convergence is O(log(T)/T)\mathcal{O}\big(\sqrt{\log(T)/T} \big), showing strong consistency.

This work studies the contraction coefficients of Schrödinger bridge problems in linear systems.

problem Optimally controlling the evolution of a system's state density over time.
method Analyzes and improves the convergence rates of dynamic Schrödinger systems via geometric and control-theoretic interpretations.
result New insights into improving computation of worst-case contraction coefficients by preconditioning.

The purpose of this paper is to describe explicitly the solution for linear control systems on Lie groups. In case of linear control systems with inner derivations, the solution is given basically by the product of the exponential of the associated invariant system and the exponential of the associated invariant drift …

2019-11-23abs ↗pdf ↗

In this work, we propose a robust approach to design distributed controllers for unknown-but-sparse linear and time-invariant systems. By leveraging modern techniques in distributed controller synthesis and structured linear inverse problems as applied to system identification, we show that near-optimal distributed con…

2019-09-21abs ↗pdf ↗

Improves numerical solution of ill-conditioned linear systems for machine learning.

problem Wastefulness and instability in solving ill-conditioned linear systems.
method autonugget combines Richardson extrapolation to determine the solution of the ill-conditioned system, improving accuracy over a single nugget.
result Improves accuracy of numerical solution of ill-conditioned linear systems.

We introduce Supersparse Linear Integer Models (SLIM) as a tool to create scoring systems for binary classification. We derive theoretical bounds on the true risk of SLIM scoring systems, and present experimental results to show that SLIM scoring systems are accurate, sparse, and interpretable classification models.

2013-06-25abs ↗pdf ↗

Study learns dynamics of linear systems from multiple short trajectories.

problem Learning dynamics of autonomous linear systems from multiple short trajectories.
method Finite sample analysis for stable and unstable systems, adjusting trajectory length for marginally stable systems.
result Learning rate of O(1N)\mathcal{O}(\frac{1}{\sqrt{N}}) for both stable and unstable systems.

Estimates parameters of interconnected linear systems using total variation penalization.

problem Joint estimation of parameters in interconnected linear dynamical systems.
method Total variation penalized least-squares estimator.
result The MSE goes to zero as the number of systems increases, even with constant trajectory length.

Study on neural scaling laws for solving linear systems in-context.

problem Theoretical guarantees for solving linear systems using a linear transformer architecture.
method Neural scaling laws and task diversity for in-domain and out-of-domain generalization.
result Novel notion of task diversity for necessary and sufficient condition of generalization under task shifts.

Study shows certainty equivalent policy minimizes regret in continuous-time systems.

problem Minimizing regret in continuous-time stochastic linear-quadratic systems.
method Theoretical analysis of randomized certainty equivalent policy.
result Establishes square-root of time regret bounds and linear scaling with parameters.

New approach learns mixtures of linear dynamical systems without separation conditions.

problem Learning mixtures of linear dynamical systems with better fit or understanding.
method Tensor decompositions to learn mixtures of linear dynamical systems.
result Algorithm succeeds without strong separation conditions and can compete with Bayes optimal clustering.

Optimal noise excitation for linear system identification reduces sample complexity.

problem Efficiently identifying linear systems with minimal data.
method Active learning algorithm using ordinary least squares and semidefinite programming.
result The proposed algorithm matches lower bounds on sample complexity for any active learning method.

The paper improves convergence for linear systems using entropic mirror descent with Polyak stepsizes.

problem Convergence analysis for linear systems with unbounded domain.
method Entropic mirror descent with Polyak stepsizes, sublinear and linear convergence results.
result Generalized convergence result for arbitrary convex functions.

Transformers can learn noisy linear systems with depth and IID data.

problem Learning noisy linear dynamical systems with transformers.
method Theoretical analysis of multi-layer and single-layer transformers with respect to L2L^2-testing loss.
result Single-layer transformers have a non-diminishing lower bound on approximation error, suggesting depth separation.

We give a polynomial-time algorithm for learning latent-state linear dynamical systems without system identification, and without assumptions on the spectral radius of the system's transition matrix. The algorithm extends the recently introduced technique of spectral filtering, previously applied only to systems with a…

2018-02-12abs ↗pdf ↗

We prove that stochastic gradient descent efficiently converges to the global optimizer of the maximum likelihood objective of an unknown linear time-invariant dynamical system from a sequence of noisy observations generated by the system. Even though the objective function is non-convex, we provide polynomial running …

2016-09-16abs ↗pdf ↗

Estimates multiple linear systems on a graph with smoothness constraints.

problem Joint estimation of multiple linear systems under graph smoothness constraints.
method Proposes estimators for joint estimation of system matrices with error bounds.
result MSE converges to zero as mm increases, typically polynomially fast w.r.t mm.