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

Gianluigi Pillonetto, Akram Yazdani. Sparse estimation in linear dynamic networks using the stable spline horseshoe prior. Automatica, 146:110666, 2022. [doi]

@article{PillonettoY22,
  title = {Sparse estimation in linear dynamic networks using the stable spline horseshoe prior},
  author = {Gianluigi Pillonetto and Akram Yazdani},
  year = {2022},
  doi = {10.1016/j.automatica.2022.110666},
  url = {https://doi.org/10.1016/j.automatica.2022.110666},
  researchr = {https://researchr.org/publication/PillonettoY22},
  cites = {0},
  citedby = {0},
  journal = {Automatica},
  volume = {146},
  pages = {110666},
}