Regularized Estimation and Testing for High-Dimensional Multi-Block Vector-Autoregressive Models.

Jiahe Lin George Michailidis

Published in: J. Mach. Learn. Res. (2017)

Keyphrases

autoregressive model
high dimensional
estimation problems
continuous valued
low dimensional
similarity search
total least squares
least squares
dimensionality reduction
neural network
feature extraction
feature space
image analysis