Dimitris Bertsimas, David Gamarnik, John N. Tsitsiklis. Estimation of Time-Varying Parameters in Statistical Models: An Optimization Approach. In COLT. pages 314-324, 1997. [doi]
@inproceedings{BertsimasGT97,
title = {Estimation of Time-Varying Parameters in Statistical Models: An Optimization Approach},
author = {Dimitris Bertsimas and David Gamarnik and John N. Tsitsiklis},
year = {1997},
doi = {10.1145/267460.267519},
url = {http://doi.acm.org/10.1145/267460.267519},
tags = {optimization, systematic-approach},
researchr = {https://researchr.org/publication/BertsimasGT97},
cites = {0},
citedby = {0},
pages = {314-324},
booktitle = {COLT},
}