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math.ST2021★ 2 cited
Tutorial on Asymptotic Properties of Regularized Least Squares Estimator for Finite Impulse Response Model
Yue Ju, Tianshi Chen, Biqiang Mu +1
In this paper, we give a tutorial on asymptotic properties of the Least Square (LS) and Regularized Least Squares (RLS) estimators for the finite impulse response model with filter…
math.ST2021★ 5 cited
On the Asymptotic Optimality of Cross-Validation based Hyper-parameter Estimators for Regularized Least Squares Regression Problems
Biqiang Mu, Tianshi Chen, Lennart Ljung
The asymptotic optimality (a.o.) of various hyper-parameter estimators with different optimality criteria has been studied in the literature for regularized least squares regressio…
math.ST2020
Supplementary Material for CDC Submission No. 1461
Yue Ju, Tianshi Chen, Biqiang Mu +1
In this paper, we focus on the influences of the condition number of the regression matrix upon the comparison between two hyper-parameter estimation methods: the empirical Bayes (…