Sparse estimation in linear dynamic networks using the stable spline horseshoe prior

Author:

Pillonetto Gianluigi,Yazdani Akram

Publisher

Elsevier BV

Subject

Electrical and Electronic Engineering,Control and Systems Engineering

Reference52 articles.

1. Theory of reproducing kernels;Aronszajn;Transactions of the American Mathematical Society,1950

2. Identifiability of dynamical networks: Which nodes need be measured?;Bazanella,2017

3. Kernel absolute summability is sufficient but not necessary for RKHS stability;Bisiacco;SIAM Journal on Control and Optimization,2020

4. On the mathematical foundations of stable RKHSs;Bisiacco;Automatica,2020

5. Carvalho, C., Polson, N., & Scott, J. (2009). Handling Sparsity via the Horseshoe. In David van Dyk, & Max Welling (Eds.), Proceedings of machine learning research: vol. 5, Proceedings of the twelfth international conference on artificial intelligence and statistics (pp. 73–80). Hilton Clearwater Beach Resort, Clearwater Beach, Florida USA.

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