RobustLDS: Learning linear dynamical systems under adversarial corruptions
stat.ML, cs.LG, cs.SY, eess.SY, math.OC, math.ST, stat.TH
Submitted: 2026-10-08
Updated: 2026-10-08
Terminology
Sources
- Efficient and Consistent Robust Time Series Analysis
- Optimal Robust Linear Regression in Nearly Linear Time
- Robust Sparse Estimation for Gaussians with Optimal Error under Huber Contamination
- Tail-robust estimation of factor-adjusted vector autoregressive models for high-dimensional time series
- Robust Estimation of Sparse, High Dimensional Time Series with Polynomial Tails
- Huber-based Robust System Identification with Near-Optimal Guarantees Across Independent and Adversarial Regimes
- System Identification under Noise and Attack Regimes: Agnostic and Composite Robustness
- High Dimensional Robust $M$-Estimation: Arbitrary Corruption and Heavy Tails
- Robust and Sparse Estimation of Linear Regression Coefficients with Heavy-tailed Noises and Covariates
- Robust estimation with Lasso when outputs are adversarially contaminated
- Large Vector Auto Regressions
- Learning linear dynamical systems under convex constraints
- Robust estimation for high-dimensional time series with heavy tails
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