Sparse Transition Matrix Estimation for Sub-Gaussian Autoregressive Processes with Missing Data

Amin Jalali 0004, Rebecca Willett. Sparse Transition Matrix Estimation for Sub-Gaussian Autoregressive Processes with Missing Data. In 2018 Annual American Control Conference, ACC 2018, Milwaukee, WI, USA, June 27-29, 2018. pages 1881-1886, IEEE, 2018. [doi]

Abstract

Abstract is missing.