Variable selection based on squared derivative averages
From MaRDI portal
Publication:2664212
DOI10.1016/j.automatica.2021.109491zbMath1461.93097OpenAlexW3132385044MaRDI QIDQ2664212
Publication date: 20 April 2021
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.automatica.2021.109491
System identification (93B30) Nonlinear systems in control theory (93C10) Control/observation systems in abstract spaces (93C25)
Related Items (2)
Support Recovery and Parameter Identification of Multivariate ARMA Systems with Exogenous Inputs ⋮ Sparse parameter identification of stochastic dynamical systems
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Uncertainty management in simulation-optimization of complex systems. Algorithms and applications
- Kernel based approaches to local nonlinear non-parametric variable selection
- Component selection and smoothing in multivariate nonparametric regression
- Derivative reproducing properties for kernel methods in learning theory
- Variable selection of high-dimensional non-parametric nonlinear systems by derivative averaging to avoid the curse of dimensionality
- Nonlinear system identification via direct weight optimization
- Least angle regression. (With discussion)
- Nonlinear black-box modeling in system identification: A unified overview
- Theoretical properties of the overlapping groups Lasso
- On the asymptotic properties of the group lasso estimator for linear models
- Kernel-based local order estimation of nonlinear nonparametric systems
- Identification of an additive nonlinear system and its applications in generalized Hammerstein models
- Coordinate descent algorithms for lasso penalized regression
- 10.1162/153244302760185252
- Nonparametric sparsity and regularization
- Model selection approaches for non-linear system identification: a review
- A Stepwise Variable Selection Procedure for Nonlinear Regression Models
- Semiparametric Regression
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Gradient-Based Kernel Dimension Reduction for Regression
- Non-Parametric Nonlinear System Identification: An Asymptotic Minimum Mean Squared Error Estimator
- Identification of IIR Nonlinear Systems Without Prior Structural Information
- Recursive Direct Weight Optimization in Nonlinear System Identification: A Minimal Probability Approach
- A New Kernel-Based Approach for NonlinearSystem Identification
- Model Selection and Estimation in Regression with Grouped Variables
This page was built for publication: Variable selection based on squared derivative averages