A simple condition for the boundedness of sign-perturbed-sums (SPS) confidence regions

DOI10.1016/j.automatica.2021.110150zbMath1485.93126OpenAlexW4207017724MaRDI QIDQ2116634

Algo Carè

Publication date: 18 March 2022

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2021.110150

zbMATH Keywords

system identificationestimation theoryidentification methods

Mathematics Subject Classification ID

System identification (93B30)

Cites Work

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• Non-asymptotic confidence regions for regularized linear regression estimates
• Facing undermodelling in sign-perturbed-sums system identification
• Distribution-free uncertainty quantification for kernel methods by gradient perturbations
• Perturbed datasets methods for hypothesis testing and structure of corresponding confidence sets
• Asymptotic properties of SPS confidence regions
• Guaranteed characterization of exact non-asymptotic confidence regions as defined by LSCR and SPS
• Sign-Perturbed Sums: A New System Identification Approach for Constructing Exact Non-Asymptotic Confidence Regions in Linear Regression Models

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