3 papers
eess.SY2025
Range Space or Null Space: Least-Squares Methods for the Realization Problem
Jiabao He, Yueyue Xu, Yue Ju +2
This contribution revisits the classical approximate realization problem, which involves determining matrices of a state-space model based on estimates of a truncated series of Mar…
math.ST2025
Excess Mean Squared Error of Empirical Bayes Estimators
Yue Ju, Bo Wahlberg, Håkan Hjalmarsson
Empirical Bayes estimators are based on minimizing the average risk with the hyper-parameters in the weighting function being estimated from observed data. The performance of an em…
stat.ML2025
Bayes and Biased Estimators Without Hyper-parameter Estimation: Comparable Performance to the Empirical-Bayes-Based Regularized Estimator
Yue Ju, Bo Wahlberg, Håkan Hjalmarsson
Regularized system identification has become a significant complement to more classical system identification. It has been numerically shown that kernel-based regularized estimator…