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Near-Optimal Clustering in Mixture of Markov Chains
We study the problem of clustering T trajectories of length H, each generated by one of K unknown ergodic Markov chains over a finite …
Junghyun Lee, Yassir Jedra, Alexandre Proutière, Se-Young Yun
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GL-LowPopArt: A Nearly Instance-Wise Minimax-Optimal Estimator for Generalized Low-Rank Trace Regression
We present GL-LowPopArt, a novel Catoni-style estimator for generalized low-rank trace regression. Building on LowPopArt (Jang et al., …
Junghyun Lee, Kyoungseok Jang, Kwang-Sung Jun, Milan Vojnović, Se-Young Yun
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