On sparse high-dimensional graphical model learning for dependent time series
J.K. Tugnait
Topics & Concepts
Lasso (programming language)Conditional independenceEstimatorSeries (stratigraphy)MathematicsAlgorithmRate of convergenceGaussianBayesian information criterionMathematical optimizationApplied mathematicsComputer scienceStatisticsBiologyComputer networkChannel (broadcasting)World Wide WebPhysicsPaleontologyQuantum mechanicsStatistical Methods and InferenceFault Detection and Control SystemsControl Systems and Identification