Trevor Ruiz, Sharmodeep Bhattacharyya, Mahesh Balasubramanian 0001, Kristofer E. Bouchard. Sparse and Low-bias Estimation of High Dimensional Vector Autoregressive Models. In Alexandre M. Bayen, Ali Jadbabaie, George J. Pappas, Pablo A. Parrilo, Benjamin Recht, Claire J. Tomlin, Melanie N. Zeilinger, editors, Proceedings of the 2nd Annual Conference on Learning for Dynamics and Control, L4DC 2020, Online Event, Berkeley, CA, USA, 11-12 June 2020. Volume 120 of Proceedings of Machine Learning Research, pages 55-64, PMLR, 2020. [doi]
Abstract is missing.