While there is a very long tradition of approximating a data array by projecting row or column vectors into a lower dimensional subspace the direct approximation of a data matrix ...
Regression Error Characteristic (REC) analysis is a technique for evaluation and comparison of regression models that facilitates the visualization of the performance of many regre...
We consider the multiple-response regression problem, where the response is subject to sparse gross errors, in the high-dimensional setup. We propose a tractable regularized M-est...
This paper is concerned with the identification of a class of piecewise affine systems called a piecewise affine autoregressive exogenous (PWARX) model. The PWARX model is compose...