Léo Simpson

syscop - Uni Freiburg

Tuesday, July 15, 2025, 11:00 - 12:00

Room 02-012, Georges-Köhler Allee 102, Freiburg 79110, Germany

Abstract

In this presentation, we discuss finite-sample probabilistic bounds for parameter estimation in dynamical systems. More precisely, we present how to create confidence sets for parameters learned through linear regression. This is non-trivial because the regressors are typically correlated with past-noise. In this talk, I will present the most important result from the literature to overcome this issue. I will also present recent research (not published yet) that improve this result. If time allows it, I will also guide you through the mathematical steps of the proof for this result.