Long-Context Linear System Identification
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Abstract (arXiv)
This paper addresses the problem of long-context linear system identification, where the state xt of a dynamical system at time t depends linearly on previous states xs over a fixed context window of length p. We establish a sample complexity bound that matches the i.i.d. parametric rate up to logarithmic factors for a broad class of systems, extending previous works that considered only first-order dependencies. Our findings reveal a learning-without-mixing phenomenon, indicating that learning long-context linear autoregressive models is not hindered by slow mixing properties potentially associated with extended context windows. Additionally, we extend these results to (i) shared low-rank representations, where rank-regularized estimators improve the dependence of the rates on the dimensionality, and (ii) misspecified context lengths in strictly stable systems, where shorter contexts offer statistical advantages.
Key facts. Cited by 3 papers in the map (data through 14 Oct 2026). Builds on 26 of its 52 references that are in the map. First posted on arXiv 8 Oct 2024.
Builds on
26 of 52 references.
References · 26
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14 more
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Citing papers per year: 2025: 1; 2026: 2.
3 papers.