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Estimation of Time-Varying Parameters in Statistical Models: An Optimization Approach

Dimitris Bertsimas, David Gamarnik, John N. Tsitsiklis
COLT 1997 pp. 314-324
doi:10.1145/267460.267519 /colt/1997/bertsimas1997colt-estimation/

Abstract

Article Estimation of time-varying parameters in statistical models: an optimization approach Share on Authors: Dimitris Bertsimas Sloan School of Management and Operations Research Center, MIT Cambridge, MA Sloan School of Management and Operations Research Center, MIT Cambridge, MAView Profile , David Gamarnik Operations Research Center, MIT Cambridge, MA Operations Research Center, MIT Cambridge, MAView Profile , John N. Tsitsiklis Laboratory for Information and Decision Sciences and Operations Research Center, MIT Cambridge, MA Laboratory for Information and Decision Sciences and Operations Research Center, MIT Cambridge, MAView Profile Authors Info & Claims COLT '97: Proceedings of the tenth annual conference on Computational learning theoryJuly 1997 Pages 314–324https://doi.org/10.1145/267460.267519Online:01 July 1997Publication History 1citation173DownloadsMetricsTotal Citations1Total Downloads173Last 12 Months1Last 6 weeks0 Get Citation AlertsNew Citation Alert added!This alert has been successfully added and will be sent to:You will be notified whenever a record that you have chosen has been cited. To manage your alert preferences, click on the button below. Manage my AlertsNew Citation Alert!Please log in to your account Save to BinderSave to BinderCreate a New BinderNameCancelCreateExport CitationPublisher SiteGet Access

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Text

Bertsimas et al. "Estimation of Time-Varying Parameters in Statistical Models: An Optimization Approach." Annual Conference on Computational Learning Theory, 1997. doi:10.1145/267460.267519

Markdown

[Bertsimas et al. "Estimation of Time-Varying Parameters in Statistical Models: An Optimization Approach." Annual Conference on Computational Learning Theory, 1997.](https://mlanthology.org/colt/1997/bertsimas1997colt-estimation/) doi:10.1145/267460.267519

BibTeX

@inproceedings{bertsimas1997colt-estimation,
  title     = {{Estimation of Time-Varying Parameters in Statistical Models: An Optimization Approach}},
  author    = {Bertsimas, Dimitris and Gamarnik, David and Tsitsiklis, John N.},
  booktitle = {Annual Conference on Computational Learning Theory},
  year      = {1997},
  pages     = {314-324},
  doi       = {10.1145/267460.267519},
  url       = {https://mlanthology.org/colt/1997/bertsimas1997colt-estimation/}
}