2024
Learning Low-dimensional Latent Dynamics from High-dimensional Observations: Non-asymptotics and Lower Bounds
ICML 2024poster
In this paper, we focus on learning a linear time-invariant (LTI) model with low-dimensional latent variables but high-dimensional observations. We provide an algorithm that recovers the high-dimensional features, i.e. column space of the observer, embeds the data into low dimensions and learns the…