On convergence of covariance matrix of empirical Bayes hyper-parameter estimator

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Home>Articles>On convergence of covariance matrix of empirical Bayes hyper-parameter estimator

Yue Ju

Biqiang Mu

Tianshi Chen

Keywords：Regularized system identificationHyper-parameter estimatorEmpirical BayesConvergence of covariance matrix

Publication Date：2024-05-05

Online Publishing Date：2025-08-15(First online date of this platform, not the publication date of the document)

Pages：14( 149-162 )

EICSCD

ISSN：2095-6983

Year, Vol.(Issue)：2024,22(2)