Estimation of time-varying parameters in statistical models: an optimization approach

  • Authors:
  • Dimitris Bertsimas;David Gamarnik;John N. Tsitsiklis

  • Affiliations:
  • Sloan School of Management and Operations Research Center, MIT Cambridge, MA;Operations Research Center, MIT Cambridge, MA;Laboratory for Information and Decision Sciences and Operations Research Center, MIT Cambridge, MA

  • Venue:
  • COLT '97 Proceedings of the tenth annual conference on Computational learning theory
  • Year:
  • 1997

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Abstract