An M-estimator for reduced-rank system identification

High-dimensional time-series data from a wide variety of domains, such as neuroscience, are being generated every day. Fitting statistical models to such data, to enable parameter estimation and time-series prediction, is an important computational primitive. Existing methods, however, are unable to...

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Detalles Bibliográficos
Autores principales: Chen, Shaojie, Liu, Kai, Yang, Yuguang, Xu, Yuting, Lee, Seonjoo, Lindquist, Martin, Caffo, Brian S., Vogelstein, Joshua T.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: 2016
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5790321/
https://www.ncbi.nlm.nih.gov/pubmed/29391659
http://dx.doi.org/10.1016/j.patrec.2016.12.012

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5790321/
https://www.ncbi.nlm.nih.gov/pubmed/29391659
http://dx.doi.org/10.1016/j.patrec.2016.12.012

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