Parameter Estimation

• On the estimation of hyper parameters for empirical Bayes estimators: maximum marginal likelihood vs. minimum MSE,
  with A.Y.Aravkin, A.Chiuso, and G.Pillonetto, IFAC Systems Identification, Volume 16, Part 1, Pages 125-130, 2012.
• Convex vs. non-convex approaches to sparse estimation: LASSO, multiple kernel learning, and hyperparameter LASSO,
  with A.Y.Aravkin, A.Chiuso, and G.Pillonetto, Proceedings of the IEEE Conference on Decision and Control (CDC), 2011, pp. 156--161.
• A relative weighting method for estimating parameters and variances in multiple data sets,
  with B. Bell and A. Schumitzky, Computational Statistics and Data Analysis, 22 (1996), 119--135.