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Sparse estimation in linear dynamic networks using the stable spline horseshoe prior - MaRDI portal

Sparse estimation in linear dynamic networks using the stable spline horseshoe prior (Q2097847)

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scientific article; zbMATH DE number 7616453
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English
Sparse estimation in linear dynamic networks using the stable spline horseshoe prior
scientific article; zbMATH DE number 7616453

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    Sparse estimation in linear dynamic networks using the stable spline horseshoe prior (English)
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    14 November 2022
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    linear system identification
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    linear dynamic networks
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    kernel-based regularization
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    group-sparse estimation
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    horseshoe prior
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    stable spline kernel
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