The robust recursive identification method of ARX models is proposed using the beta divergence. parameter update law suppresses effect outliers a weight function that automatically determined by minimizing A numerical example illustrates efficacy method.

Structural models that admit multiple reduced forms, such as game-theoretic with equilibria, pose challenges in practice, especially when parameters are set identified and the is large. In cases, researchers often choose to focus on a particular subset of equilibria for counterfactual analysis, but this choice can be hard justify. This paper shows some parameter values more “desirable” than oth...

Abstract Vehicle re-identification is a challenging task that matches vehicle images captured by different cameras. Recent approaches exploit complex deep networks to learn viewpoint robust features for obtaining accurate results, which causes large computations in their testing phases restrict the speed. In this paper, we propose knowledge distillation (VRKD) method accelerating re-identificat...

Abstract The reliability of tests on the risk premia in linear factor models is threatened by limited sample sizes and weak identification frequently encountered applied work. We, therefore, propose novel that are robust to both strength as reflected quality factors. These appealing for empirically relevant settings, lead confidence sets can substantially differ from conventional ones. To show ...