On asymptotic properties of hyperparameter estimators for kernel-based regularization methods
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Publication:1797138
DOI10.1016/j.automatica.2018.04.035zbMath1401.93197arXiv1707.00407OpenAlexW2963774371WikidataQ129741719 ScholiaQ129741719MaRDI QIDQ1797138
Lennart Ljung, Tianshi Chen, Bi-Qiang Mu
Publication date: 17 October 2018
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1707.00407
asymptotic analysiskernel-based regularizationempirical Bayes estimationStein's unbiased risk estimator
Monte Carlo methods (65C05) Estimation and detection in stochastic control theory (93E10) Least squares and related methods for stochastic control systems (93E24) Identification in stochastic control theory (93E12) Control/observation systems in abstract spaces (93C25)
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