Estimation of Sparse Directional Connectivity With Expectation Maximization

DOI10.1109/TSP.2018.2881665MaRDI QIDQ4628241zbMATH OpenOpenAlexWikidataFDO

Authors Misagh Khayambashi, A. L. Swindlehurst

Publication date 6 March 2019

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tsp.2018.2881665

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Deterministic network models in operations research (90B10) Stochastic programming (90C15) Detection theory in information and communication theory (94A13)

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