Matches in SemOpenAlex for { <https://semopenalex.org/work/W2522471289> ?p ?o ?g. }
Showing items 1 to 94 of
94
with 100 items per page.
- W2522471289 abstract "We consider the estimation of the state transition matrix in vector autoregressive models, when time sequence data is limited but nonsequence steady-state data is abundant. To leverage both sources of data, we formulate the least squares minimization problem regularized by a Lyapunov penalty. We impose cardinality or rank constraints to reduce the complexity of the autoregressive model. We solve the resulting nonconvex, nonsmooth problem by using the proximal alternating linearization method (PALM). We show that PALM is globally convergent to a critical point and that the estimation error monotonically decreases. Furthermore, we obtain explicit formulas for the proximal operators to facilitate the implementation of PALM. We demonstrate the effectiveness of the developed method on synthetic and real-world data. Our experiments show that PALM outperforms the gradient projection method in both computational efficiency and solution quality." @default.
- W2522471289 created "2016-09-30" @default.
- W2522471289 creator A5010479652 @default.
- W2522471289 creator A5055236645 @default.
- W2522471289 date "2016-09-17" @default.
- W2522471289 modified "2023-09-25" @default.
- W2522471289 title "Learning Low-Complexity Autoregressive Models via Proximal Alternating Minimization" @default.
- W2522471289 cites W1487915859 @default.
- W2522471289 cites W1960700909 @default.
- W2522471289 cites W1966096622 @default.
- W2522471289 cites W1967138577 @default.
- W2522471289 cites W1978259121 @default.
- W2522471289 cites W1979089199 @default.
- W2522471289 cites W1982541060 @default.
- W2522471289 cites W1993122364 @default.
- W2522471289 cites W2027982384 @default.
- W2522471289 cites W2043260411 @default.
- W2522471289 cites W2047281514 @default.
- W2522471289 cites W2049058758 @default.
- W2522471289 cites W2056145308 @default.
- W2522471289 cites W2059283452 @default.
- W2522471289 cites W2074796812 @default.
- W2522471289 cites W2103561022 @default.
- W2522471289 cites W2107954294 @default.
- W2522471289 cites W2108688899 @default.
- W2522471289 cites W2113827117 @default.
- W2522471289 cites W2118550318 @default.
- W2522471289 cites W2129732816 @default.
- W2522471289 cites W2132663737 @default.
- W2522471289 cites W2135744958 @default.
- W2522471289 cites W2137002893 @default.
- W2522471289 cites W2159877036 @default.
- W2522471289 cites W2164278908 @default.
- W2522471289 cites W2168834831 @default.
- W2522471289 cites W2216139520 @default.
- W2522471289 cites W2295652899 @default.
- W2522471289 cites W2405400056 @default.
- W2522471289 cites W2764109323 @default.
- W2522471289 cites W2798766386 @default.
- W2522471289 cites W2913535645 @default.
- W2522471289 doi "https://doi.org/10.48550/arxiv.1609.05341" @default.
- W2522471289 hasPublicationYear "2016" @default.
- W2522471289 type Work @default.
- W2522471289 sameAs 2522471289 @default.
- W2522471289 citedByCount "0" @default.
- W2522471289 crossrefType "posted-content" @default.
- W2522471289 hasAuthorship W2522471289A5010479652 @default.
- W2522471289 hasAuthorship W2522471289A5055236645 @default.
- W2522471289 hasBestOaLocation W25224712891 @default.
- W2522471289 hasConcept C105795698 @default.
- W2522471289 hasConcept C11210021 @default.
- W2522471289 hasConcept C11413529 @default.
- W2522471289 hasConcept C121332964 @default.
- W2522471289 hasConcept C126255220 @default.
- W2522471289 hasConcept C147764199 @default.
- W2522471289 hasConcept C149782125 @default.
- W2522471289 hasConcept C153083717 @default.
- W2522471289 hasConcept C158622935 @default.
- W2522471289 hasConcept C159877910 @default.
- W2522471289 hasConcept C179799912 @default.
- W2522471289 hasConcept C33923547 @default.
- W2522471289 hasConcept C41008148 @default.
- W2522471289 hasConcept C62520636 @default.
- W2522471289 hasConceptScore W2522471289C105795698 @default.
- W2522471289 hasConceptScore W2522471289C11210021 @default.
- W2522471289 hasConceptScore W2522471289C11413529 @default.
- W2522471289 hasConceptScore W2522471289C121332964 @default.
- W2522471289 hasConceptScore W2522471289C126255220 @default.
- W2522471289 hasConceptScore W2522471289C147764199 @default.
- W2522471289 hasConceptScore W2522471289C149782125 @default.
- W2522471289 hasConceptScore W2522471289C153083717 @default.
- W2522471289 hasConceptScore W2522471289C158622935 @default.
- W2522471289 hasConceptScore W2522471289C159877910 @default.
- W2522471289 hasConceptScore W2522471289C179799912 @default.
- W2522471289 hasConceptScore W2522471289C33923547 @default.
- W2522471289 hasConceptScore W2522471289C41008148 @default.
- W2522471289 hasConceptScore W2522471289C62520636 @default.
- W2522471289 hasLocation W25224712891 @default.
- W2522471289 hasOpenAccess W2522471289 @default.
- W2522471289 hasPrimaryLocation W25224712891 @default.
- W2522471289 hasRelatedWork W1995337642 @default.
- W2522471289 hasRelatedWork W2022176013 @default.
- W2522471289 hasRelatedWork W2044503629 @default.
- W2522471289 hasRelatedWork W2051125633 @default.
- W2522471289 hasRelatedWork W2067209293 @default.
- W2522471289 hasRelatedWork W2106981941 @default.
- W2522471289 hasRelatedWork W2131603170 @default.
- W2522471289 hasRelatedWork W2148924370 @default.
- W2522471289 hasRelatedWork W2508093492 @default.
- W2522471289 hasRelatedWork W2901635286 @default.
- W2522471289 isParatext "false" @default.
- W2522471289 isRetracted "false" @default.
- W2522471289 magId "2522471289" @default.
- W2522471289 workType "article" @default.