Lorenzo Rosasco

Learning Ergodic Dynamical Systems from a Finite Trajectory

Oleksii Kachaiev, Silvia Villa, Lorenzo Rosasco

We consider the problem of learning from a single finite trajectory of an ergodic stochastic dynamical system. More precisely, we study discrete-time autonomous stochastic systems defining time-homogeneous Markov processes. We first focus on estimating the optimal one-step predic…Read more