Spatially multi-scale dynamic factor modeling via sparse estimation

DOI10.1142/S2661335219500059MaRDI QIDQ4997083zbMATH OpenOpenAlexFDO

Authors Takamitsu Araki, Shotaro Akaho

Publication date 28 June 2021

Published in International Journal of Mathematics for Industry (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1142/s2661335219500059

zbMATH Keywords

adaptive graph Lassoblock coordinate descent algorithmdynamic factor modelEM algorithmspatially multiscale structure

Mathematics Subject Classification ID

Probabilistic graphical models (62H22) Ridge regression; shrinkage estimators (Lasso) (62J07) Inference from spatial processes (62M30)

Recommendations

• Dynamic factor modelling with spatially multi-scale structures for spatio-temporal data
• Spatial dynamic factor analysis
• Generalized spatial dynamic factor models
• Modeling and prediction for multivariate spatial factor analysis
• Dynamic multiscale spatiotemporal models for Gaussian areal data

Cites work

• Efficient block-coordinate descent algorithms for the group Lasso
• Elements of multivariate time series analysis
• Estimating the dimension of a model
• Generalized spatial dynamic factor models
• scientific article; zbMATH DE number 3567782 (Why is no real title available?)
• scientific article; zbMATH DE number 3605818 (Why is no real title available?)
• scientific article; zbMATH DE number 3444596 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• Model selection and Akaike's information criterion (AIC): The general theory and its analytical extensions
• Model Selection and Estimation in Regression with Grouped Variables
• On the ``degrees of freedom of the lasso
• Pathwise coordinate optimization
• Spatial and spatio-temporal Bayesian models with R-INLA
• Spatial dynamic factor analysis
• Statistics for high-dimensional data. Methods, theory and applications.
• Statistics for spatio-temporal data
• Temporal coding in the guinea-pig auditory cortex as revealed by optical imaging and its pattern-time-series analysis
• The Adaptive Lasso and Its Oracle Properties
• The Estimation of Prediction Error

Cited in

(3)

• Sparse factor model based on trend filtering
• Dynamic factor modelling with spatially multi-scale structures for spatio-temporal data
• Generalized spatial dynamic factor models

Describes a project that uses

Uses Software

• R-INLA
• Stem
• spTimer

This page was built for publication: Spatially multi-scale dynamic factor modeling via sparse estimation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4997083)