Regularized Estimation of Linear Functionals of Precision Matrices for High-Dimensional Time Series.
Xiaohui ChenMengyu XuWei Biao WuPublished in: IEEE Trans. Signal Process. (2016)
Keyphrases
- high dimensional time series
- pseudo inverse
- total least squares
- higher order
- regularized least squares
- linear models
- special case
- closed form solutions
- least squares
- linear systems
- coefficient matrix
- angular velocity
- pattern recognition
- knowledge discovery
- closed form
- singular value decomposition
- data sets
- estimation problems
- spatio temporal
- symmetric matrices
- machine learning