Tuning complexity in regularized kernel-based regression and linear system identification: the robustness of the marginal likelihood estimator (Q895270)

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scientific article; zbMATH DE number 6514064
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Tuning complexity in regularized kernel-based regression and linear system identification: the robustness of the marginal likelihood estimator
scientific article; zbMATH DE number 6514064

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    Tuning complexity in regularized kernel-based regression and linear system identification: the robustness of the marginal likelihood estimator (English)
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    26 November 2015
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    linear system identification
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    bias-variance trade off
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    kernel-based regularization
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    Stein's unbiased risk estimation
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    excess degrees of freedom
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