Cover Image

Joint modeling and inference of multiple-subject high-dimensional sparse vector autoregressive models

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Kim, Younghoon, Fisher, Zachary F., Pipiras, Vladas
Format:	Preprint
Published:	2025
Subjects:	Methodology
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Group integrative dynamic factor models with application to multiple subject brain connectivity
by: Kim, Younghoon, et al.
Published: (2023)

Latent Gaussian dynamic factor modeling and forecasting for multivariate count time series
by: Kim, Younghoon, et al.
Published: (2023)

Penalized Estimation and Forecasting of Multiple Subject Intensive Longitudinal Data
by: Fisher, Zachary F., et al.
Published: (2020)

Testing common structure in high-dimensional factor models: change-point and two-sample procedures
by: Düker, Marie-Christine, et al.
Published: (2024)

Group Integrative Dynamic Factor Models With Application to Multiple Subject Brain Connectivity
by: Younghoon Kim, et al.
Published: (2024)

Parametric multi-fidelity Monte Carlo estimation with applications to extremes
by: Kim, Minji, et al.
Published: (2024)

Sampling low-fidelity outputs for estimation of high-fidelity density and its tails
by: Kim, Minji, et al.
Published: (2024)

Latent Gaussian Dynamic Factor Modeling and Forecasting for Multivariate Count Time Series
by: Younghoon Kim, et al.
Published: (2025)

Penalized Subgrouping of Heterogeneous Time Series
by: Crawford, Christopher M., et al.
Published: (2024)

Tail-robust estimation of factor-adjusted vector autoregressive models for high-dimensional time series
by: Dijk, Dylan, et al.
Published: (2025)

Bayesian inference of vector autoregressions with tensor decompositions
by: Luo, Yiyong, et al.
Published: (2022)

Empirical Bayes inference in sparse high-dimensional generalized linear models
by: Tang, Yiqi, et al.
Published: (2023)

Bayesian inference of sparsity in stable vector autoregressive processes
by: Heaps, Sarah E., et al.
Published: (2026)

Ancestor regression in structural vector autoregressive models
by: Schultheiss, Christoph, et al.
Published: (2024)

Dynamic spectral co-clustering of directed networks to unveil latent community paths in VAR-type models
by: Kim, Younghoon, et al.
Published: (2025)

Bayesian inference on the order of stationary vector autoregressions
by: Binks, Rachel L., et al.
Published: (2023)

Latent community paths in VAR-type models via dynamic directed spectral co-clustering
by: Kim, Younghoon, et al.
Published: (2026)

A new class of functional conditional autoregressive models
by: Kim, Sooran
Published: (2026)

Transfer learning for high-dimensional Factor-augmented sparse linear model
by: Fu, Bo, et al.
Published: (2025)

Sparse estimation of parameter support sets for generalized vector autoregressions by resampling and model aggregation
by: Ruiz, Trevor D., et al.
Published: (2023)

Generalized spatial autoregressive model
by: Cruz, N. A., et al.
Published: (2024)

Detection and inference of changes in high-dimensional linear regression with non-sparse structures
by: Cho, Haeran, et al.
Published: (2024)

Estimation and inference of high-dimensional partially linear regression models with latent factors
by: Shi, Yanmei, et al.
Published: (2025)

Applying non-negative matrix factorization with covariates to multivariate time series data as a vector autoregression model
by: Satoh, Kenichi
Published: (2025)

Partially factorized variational inference for high-dimensional mixed models
by: Goplerud, Max, et al.
Published: (2023)

Inference for multiple change-points in generalized integer-valued autoregressive model
by: Sheng, Danshu, et al.
Published: (2024)

Fitting sparse high-dimensional varying-coefficient models with Bayesian regression tree ensembles
by: Ghosh, Soham, et al.
Published: (2025)

Fast Bayesian inference in a class of sparse linear mixed effects models
by: Spyropoulou, M-Z., et al.
Published: (2024)

Surrogate modeling with functional nonlinear autoregressive models (F-NARX)
by: Schär, Styfen, et al.
Published: (2024)

A functional spatial autoregressive model using signatures
by: Frévent, Camille
Published: (2023)

A Bayesian mixture model for Poisson network autoregression
by: Hung, Elly, et al.
Published: (2024)

Generative multi-scale modeling and downscaling via spatial autoregressive transport maps
by: Calle-Saldarriaga, Alejandro, et al.
Published: (2025)

Spatial weights matrix selection and model averaging for multivariate spatial autoregressive models
by: Miao, Xin, et al.
Published: (2025)

Sequential multiple importance sampling for high-dimensional Bayesian inference
by: Binbin, Li, et al.
Published: (2025)

Identification by non-Gaussianity in structural threshold and smooth transition vector autoregressive models
by: Virolainen, Savi
Published: (2024)

Structural Gaussian mixture vector autoregressive model with application to the asymmetric effects of monetary policy shocks
by: Virolainen, Savi
Published: (2020)

Spatial autoregressive model with measurement error in covariates
by: Paul, Subhadeep, et al.
Published: (2024)

Regression analysis of multiplicative hazards model with time-dependent coefficient for sparse longitudinal covariates
by: Sun, Zhuowei, et al.
Published: (2023)

Identifying sparse treatment effects in high-dimensional outcome spaces
by: Jeong, Yujin, et al.
Published: (2024)

Joint semi-parametric INAR bootstrap inference for model coefficients and innovation distribution
by: Faymonville, Maxime, et al.
Published: (2025)