Tuning complexity in regularized kernel-based regression and linear system identification: the robustness of the marginal likelihood estimator
type: Item
instance of: scholarly article
title: Tuning complexity in regularized kernel-based regression and linear system identification: the robustness of the marginal likelihood estimator
zbMATH Open document ID: 1330.93235
author: Gianluigi Pillonetto
author: Alessandro Chiuso
published in: Automatica
publication date: 2015-11-26T00:00:00Z
Mathematics Subject Classification ID: 93E12
Mathematics Subject Classification ID: 93E10
Mathematics Subject Classification ID: 93E24
zbMATH DE Number: 6514064
zbMATH Keywords: linear system identification
zbMATH Keywords: bias-variance trade off
zbMATH Keywords: kernel-based regularization
zbMATH Keywords: Stein's unbiased risk estimation
zbMATH Keywords: excess degrees of freedom
describes a project that uses: ElemStatLearn
MaRDI profile type: Publication
full work available at URL: j.automatica.2015.05.012
OpenAlex ID: W1862263964
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DOI: 10.1016/J.AUTOMATICA.2015.05.012
description: scientific article; zbMATH DE number 6514064