Dynamic Structure Estimation from Bandit Feedback using Nonvanishing Exponential Sums
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Abstract (arXiv)
This work tackles the dynamic structure estimation problems for periodically behaved discrete dynamical system in the Euclidean space. We assume the observations become sequentially available in a form of bandit feedback contaminated by a sub-Gaussian noise. Under such fairly general assumptions on the noise distribution, we carefully identify a set of recoverable information of periodic structures. Our main results are the (computation and sample) efficient algorithms that exploit asymptotic behaviors of exponential sums to effectively average out the noise effect while preventing the information to be estimated from vanishing. In particular, the novel use of the Weyl sum, a variant of exponential sums, allows us to extract spectrum information for linear systems. We provide sample complexity bounds for our algorithms, and we experimentally validate our theoretical claims on simulations of toy examples, including Cellular Automata.
Key facts. No citing papers in the map yet (data through 14 Oct 2026). Builds on 31 of its 87 references that are in the map. First posted on arXiv 2 Jun 2022.
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31 of 87 references.
References · 31
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