Autoregressive identification of Kronecker graphical models
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Publication:2207183
DOI10.1016/j.automatica.2020.109053zbMath1451.93406arXiv2004.14199OpenAlexW3036368575MaRDI QIDQ2207183
Publication date: 22 October 2020
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2004.14199
convex optimizationconvex relaxationempirical Bayesian learningsparsity and Kronecker product inducing priors
Convex programming (90C25) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)
Related Items (5)
Generalized maximum entropy based identification of graphical ARMA models ⋮ Support Recovery and Parameter Identification of Multivariate ARMA Systems with Exogenous Inputs ⋮ Nonparametric identification of Kronecker networks ⋮ Mean-square consistency of the \(f\)-truncated \(M^2\)-periodogram ⋮ An efficient implementation for spatial-temporal Gaussian process regression and its applications
Uses Software
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