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High-Dimensional MVAR Model Identification Based on Structured Sparsity Penalization.

Zheng FangLaurent AlberaAmar KachenouraHuazhong ShuYan KangRégine Le Bouquin-Jeannès
Published in: IEEE Signal Process. Lett. (2024)
Keyphrases
  • high dimensional
  • linear combination
  • machine learning
  • decision trees
  • training data
  • objective function
  • probabilistic model
  • kernel function
  • linear regression
  • variable selection