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A note on the smallest eigenvalue of the empirical covariance of causal
  Gaussian processes

A note on the smallest eigenvalue of the empirical covariance of causal Gaussian processes

19 December 2022
Ingvar M. Ziemann
ArXivPDFHTML

Papers citing "A note on the smallest eigenvalue of the empirical covariance of causal Gaussian processes"

3 / 3 papers shown
Title
A Tutorial on the Non-Asymptotic Theory of System Identification
A Tutorial on the Non-Asymptotic Theory of System Identification
Ingvar M. Ziemann
Anastasios Tsiamis
Bruce D. Lee
Yassir Jedra
Nikolai Matni
George J. Pappas
19
25
0
07 Sep 2023
Statistical Learning Theory for Control: A Finite Sample Perspective
Statistical Learning Theory for Control: A Finite Sample Perspective
Anastasios Tsiamis
Ingvar M. Ziemann
Nikolai Matni
George J. Pappas
19
73
0
12 Sep 2022
Learning without Concentration
Learning without Concentration
S. Mendelson
80
334
0
01 Jan 2014
1