Sökning: "Munther Dahleh"

Hittade 1 avhandling innehållade orden Munther Dahleh.

  1. 1. Data driven modeling in the presence of time series structure: : Improved bounds and effective algorithms

    Författare :Othmane Mazhar; Boualem Djehiche; Cristian R. Rojas; Carlo Fischione; Mohammad Reza Hesamzadeh; Boualem Djehiche; Munther Dahleh; KTH; []
    Nyckelord :NATURAL SCIENCES; NATURVETENSKAP; NATURVETENSKAP; NATURAL SCIENCES; Time series; Non-asymptotic estimation; Minimax; Change point detection; Hidden Markov model; State space model; Least square; Penalized Regression; Random covariance matrix; Concentration inequality; Chaining integral; Self-normalized martingale inequality; Cramér-Rao inequality; van Trees inequality; Mathematical Statistics; Matematisk statistik;

    Sammanfattning : This thesis consists of five appended papers devoted to modeling tasks where the desired models are learned from data sets with an underlying time series structure. We develop a statistical methodology for providing efficient estimators and analyzing their non-asymptotic behavior. LÄS MER