arXiv cs.LG
· Papers
Learning Ergodic Dynamical Systems from a Finite Trajectory
arXiv:2607.22399v1 Announce Type: cross Abstract: 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-s