VAW on short ARX models with USP and Faber polynomials achieves O(δ^{-4} log² T) regret for marginally stable LDS with spectral wedge δ.
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The Power of Second Order Methods for Sequence Preconditioning
VAW on short ARX models with USP and Faber polynomials achieves O(δ^{-4} log² T) regret for marginally stable LDS with spectral wedge δ.