Non-asymptotic confidence regions for the parameters of EIV systems

MM Khorasani, E Weyer - Automatica, 2020 - Elsevier
guaranteed non-asymptotic confidence region for the model … the SPS approach provides a
confidence region with an exact … In this section, the LSCR and SPS algorithms are extended …

Non-asymptotic confidence regions for the transfer functions of errors-in-variables systems

MM Khorasani, E Weyer - IEEE Transactions on Automatic …, 2021 - ieeexplore.ieee.org
… measurement by extending the LSCR and SPS algorithms. To … Moreover, we prove that
SPS confidence regions are star … analysis, it can be shown that the boundaries of the region

A simple condition for the boundedness of Sign-Perturbed-Sums (SPS) confidence regions

A Carè - Automatica, 2022 - Elsevier
… in designing SPS-based algorithms that are guaranteed to … proposed construct regions that
include θ ∗ with an exact, … From the analysis of Deterministic Block SPS we know that P ( R m …

[HTML][HTML] Non-asymptotic state-space identification of closed-loop stochastic linear systems using instrumental variables

S Szentpéteri, BC Csáji - Systems & Control Letters, 2023 - Elsevier
… are the Leave-out Sign-dominant Correlation Regions (LSCRSPS can construct exact
confidence regions for (open-loop) … In [21] a guaranteed characterization of SPS was developed …

Algebric method and LSCR technique for estimating the parameters of a bioreactor

S Borsali - Journal of Fundamental and Applied Sciences, 2020 - ajol.info
… on the construction of non-asymptotic confidence regions for the parameters of … Guaranteed
characterization of exact non-asymptotic confidence regions as defined by LSCR and SPS

Finite-sample guarantees for state-space system identification under full state measurements

G Baggio, A Carè, G Pillonetto - 2022 IEEE 61st Conference on …, 2022 - ieeexplore.ieee.org
… approach for constructing exact nonasymptotic confidence regions in linear … Guaranteed
characterization of exact non-asymptotic confidence regions as defined by LSCR and SPS

Confidence Regions for Parameters of Errors-In-Variables Systems Using Sign-Perturbed Sums

MM Khorasani, E Weyer - 2019 IEEE 58th Conference on …, 2019 - ieeexplore.ieee.org
… for constructing a guaranteed non-asymptotic confidence region is … analysis of the SPS
method shows that the confidence … The confidence region constructed by LSCR-KF is however …

From Conformal Predictions to Confidence Regions

C Guille-Escuret, E Ndiaye - arXiv preprint arXiv:2405.18601, 2024 - arxiv.org
… We present coverage guarantees under minimal assumptions … We provide a non-asymptotic
analysis of such approach in … that SPS is not capable of producing optimizable confidence

Signed-Perturbed Sums Estimation of ARX Systems: Exact Coverage and Strong Consistency (Extended Version)

A Carè, E Weyer, BC Csáji, MC Campi - arXiv preprint arXiv:2402.11528, 2024 - arxiv.org
Regions (LSCR) method, a (more conservative) predecessor of … develop an asymptotic
analysis of the extended SPS method. … It can be observed that the non-asymptotic SPS region is …

Sample Complexity of the Sign-Perturbed Sums Identification Method: Scalar Case

S Szentpéteri, BC Csáji - IFAC-PapersOnLine, 2023 - Elsevier
… was given to approaches with non-asymptotic guarantees. Most … (1) Non-asymptotic analysis
of SPS in case of the “constant in … non-asymptotic results on the size of the SPS confidence