Asymptotic Theory for Regularized System Identification Part I: Empirical Bayes Hyper-parameter Estimator.
Yue JuBi-Qiang MuLennart LjungTianshi ChenPublished in: CoRR (2022)
Keyphrases
- empirical bayes
- hyperparameters
- least squares
- maximum a posteriori
- maximum likelihood
- input output
- random sampling
- parameter settings
- rates of convergence
- model selection
- active learning
- cross validation
- central limit theorem
- bayesian framework
- closed form
- em algorithm
- noise level
- parameter estimation
- nearest neighbor
- support vector