An algorithm to estimate time-varying parameter SURE models under different types of restriction.
Susan OrbeEva FerreiraJuan M. Rodríguez-PóoPublished in: Comput. Stat. Data Anal. (2003)
Keyphrases
- learning algorithm
- estimation algorithm
- times faster
- theoretical analysis
- cost function
- experimental evaluation
- worst case
- high accuracy
- improved algorithm
- matching algorithm
- optimization algorithm
- computationally efficient
- significant improvement
- search space
- probabilistic model
- segmentation algorithm
- preprocessing
- objective function
- np hard
- k means
- detection algorithm
- computational complexity
- dynamic programming
- simulated annealing
- parameter estimation
- ant colony optimization
- parameter values