Generalized system identification with stable spline kernels
type: Item
instance of: scholarly article
title: Generalized System Identification with Stable Spline Kernels
zbMATH Open document ID: 1404.62051
DOI: 10.1137/16M1070517
author: Aleksandr Y. Aravkin
author: James V. Burke
author: Gianluigi Pillonetto
published in: SIAM Journal on Scientific Computing
publication date: 2018-10-31T00:00:00Z
full work available at URL: https://arxiv.org/abs/1309.7857
Mathematics Subject Classification ID: 62G35
Mathematics Subject Classification ID: 62G05
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 65K10
Mathematics Subject Classification ID: 68T05
zbMATH DE Number: 6969614
zbMATH Keywords: linear system identification
zbMATH Keywords: kernel-based regularization
zbMATH Keywords: Gaussian processes
zbMATH Keywords: bias-variance
zbMATH Keywords: model order selection
zbMATH Keywords: robust statistics
zbMATH Keywords: sparse optimization
zbMATH Keywords: interior point methods
describes a project that uses: CVX
describes a project that uses: ElemStatLearn
describes a project that uses: FISTA
describes a project that uses: TFOCS
describes a project that uses: LIBSVM
MaRDI profile type: MaRDI publication profile
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Generalized system identification with stable spline kernels (Wikidata QID)
Wikidata QID: Q129079197

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