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CLT-Optimal Parameter Error Bounds for Linear System Identification

stat.ML · 2026-04-23 · unverdicted · novelty 8.0

Sharper finite-sample OLS parameter error bounds for linear dynamical systems are obtained via a novel second-order martingale decomposition that achieves instance-optimal CLT rates up to constants in Frobenius norm.

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  • CLT-Optimal Parameter Error Bounds for Linear System Identification stat.ML · 2026-04-23 · unverdicted · none · ref 11

    Sharper finite-sample OLS parameter error bounds for linear dynamical systems are obtained via a novel second-order martingale decomposition that achieves instance-optimal CLT rates up to constants in Frobenius norm.