Search Results for author: Xiao Lv

Found 2 papers, 0 papers with code

Linear Convergence of Gradient Methods for Estimating Structured Transition Matrices in High-dimensional Vector Autoregressive Models

no code implementations NeurIPS 2021 Xiao Lv, Wei Cui, Yulong Liu

In this paper, we present non-asymptotic optimization guarantees of gradient descent methods for estimating structured transition matrices in high-dimensional vector autoregressive (VAR) models.

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