Order Selection in Vector Autoregression by Mean Square Information Criterion
Fuente:
arXiv
Saved in:
| Main Authors: | Hellstern, Michael, Shojaie, Ali |
|---|---|
| Format: | Preprint |
| Published: |
2025
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Spectral Differential Network Analysis for High-Dimensional Time Series
by: Hellstern, Michael, et al.
Published: (2024)
by: Hellstern, Michael, et al.
Published: (2024)
Learning Directed Acyclic Graphs from Partial Orderings
by: Shojaie, Ali, et al.
Published: (2024)
by: Shojaie, Ali, et al.
Published: (2024)
Estimation of High-Dimensional Markov-Switching VAR Models with an Approximate EM Algorithm
by: Li, Xiudi, et al.
Published: (2022)
by: Li, Xiudi, et al.
Published: (2022)
Semi-Parametric Inference for Doubly Stochastic Spatial Point Processes: An Approximate Penalized Poisson Likelihood Approach
by: Cheng, Si, et al.
Published: (2023)
by: Cheng, Si, et al.
Published: (2023)
An Interpretable and Efficient Infinite-Order Vector Autoregressive Model for High-Dimensional Time Series
by: Zheng, Yao
Published: (2022)
by: Zheng, Yao
Published: (2022)
Integer Programming for Learning Directed Acyclic Graphs from Non-identifiable Gaussian Models
by: Xu, Tong, et al.
Published: (2024)
by: Xu, Tong, et al.
Published: (2024)
Interpretable Clustering with the Distinguishability Criterion
by: Turfah, Ali, et al.
Published: (2024)
by: Turfah, Ali, et al.
Published: (2024)
On Counterfactual Interventions in Vector Autoregressive Models
by: Butler, Kurt, et al.
Published: (2024)
by: Butler, Kurt, et al.
Published: (2024)
Principal component analysis balancing prediction and approximation accuracy for spatial data
by: Cheng, Si, et al.
Published: (2024)
by: Cheng, Si, et al.
Published: (2024)
Generalized Criterion for Identifiability of Additive Noise Models Using Majorization
by: Dallakyan, Aramayis, et al.
Published: (2024)
by: Dallakyan, Aramayis, et al.
Published: (2024)
Effective Bayesian Causal Inference via Structural Marginalisation and Autoregressive Orders
by: Toth, Christian, et al.
Published: (2024)
by: Toth, Christian, et al.
Published: (2024)
A Skewness-Based Criterion for Addressing Heteroscedastic Noise in Causal Discovery
by: Lin, Yingyu, et al.
Published: (2024)
by: Lin, Yingyu, et al.
Published: (2024)
Fast leave-one-cluster-out cross-validation using clustered Network Information Criterion (NICc)
by: Qiu, Jiaxing, et al.
Published: (2024)
by: Qiu, Jiaxing, et al.
Published: (2024)
Interventional Imbalanced Multi-Modal Representation Learning via $β$-Generalization Front-Door Criterion
by: Li, Yi, et al.
Published: (2024)
by: Li, Yi, et al.
Published: (2024)
Soft Mean Expected Calibration Error (SMECE): A Calibration Metric for Probabilistic Labels
by: Leznik, Michael
Published: (2026)
by: Leznik, Michael
Published: (2026)
Time-Uniform Confidence Spheres for Means of Random Vectors
by: Chugg, Ben, et al.
Published: (2023)
by: Chugg, Ben, et al.
Published: (2023)
Ranking Vectors Clustering: Theory and Applications
by: Fattahi, Ali, et al.
Published: (2025)
by: Fattahi, Ali, et al.
Published: (2025)
Vector Quantile Regression on Manifolds
by: Pegoraro, Marco, et al.
Published: (2023)
by: Pegoraro, Marco, et al.
Published: (2023)
Sparsity-Induced Global Matrix Autoregressive Model with Auxiliary Network Data
by: Wu, Sanyou, et al.
Published: (2025)
by: Wu, Sanyou, et al.
Published: (2025)
Bayesian Autoregressive Online Change-Point Detection with Time-Varying Parameters
by: Tsaknaki, Ioanna-Yvonni, et al.
Published: (2024)
by: Tsaknaki, Ioanna-Yvonni, et al.
Published: (2024)
Conditional Mean and Variance Estimation via \textit{k}-NN Algorithm with Automated Variance Selection
by: Matabuena, Marcos, et al.
Published: (2024)
by: Matabuena, Marcos, et al.
Published: (2024)
Core-elements Subsampling for Alternating Least Squares
by: Xue, Dunyao, et al.
Published: (2025)
by: Xue, Dunyao, et al.
Published: (2025)
Causal K-Means Clustering
by: Kim, Kwangho, et al.
Published: (2024)
by: Kim, Kwangho, et al.
Published: (2024)
Vector Copula Variational Inference and Dependent Block Posterior Approximations
by: Fu, Yu, et al.
Published: (2025)
by: Fu, Yu, et al.
Published: (2025)
Identifiable Autoregressive Variational Autoencoders for Nonlinear and Nonstationary Spatio-Temporal Blind Source Separation
by: Sipilä, Mika, et al.
Published: (2025)
by: Sipilä, Mika, et al.
Published: (2025)
Discrete Gaussian Vector Fields On Meshes
by: Gillan, Michael, et al.
Published: (2025)
by: Gillan, Michael, et al.
Published: (2025)
Autoregressive with Slack Time Series Model for Forecasting a Partially-Observed Dynamical Time Series
by: Okuno, Akifumi, et al.
Published: (2023)
by: Okuno, Akifumi, et al.
Published: (2023)
The Chi-Square Test of Distance Correlation
by: Shen, Cencheng, et al.
Published: (2019)
by: Shen, Cencheng, et al.
Published: (2019)
Recursive Estimation of Conditional Kernel Mean Embeddings
by: Tamás, Ambrus, et al.
Published: (2023)
by: Tamás, Ambrus, et al.
Published: (2023)
GLM Inference with AI-Generated Synthetic Data Using Misspecified Linear Regression
by: Keret, Nir, et al.
Published: (2025)
by: Keret, Nir, et al.
Published: (2025)
Inference for linear functionals of high-dimensional longitudinal proteomics data using generalized estimating equations
by: Xia, Lu, et al.
Published: (2022)
by: Xia, Lu, et al.
Published: (2022)
Generative Conformal Prediction with Vectorized Non-Conformity Scores
by: Zheng, Minxing, et al.
Published: (2024)
by: Zheng, Minxing, et al.
Published: (2024)
Spillover Detection for Donor Selection in Synthetic Control Models
by: O'Riordan, Michael, et al.
Published: (2024)
by: O'Riordan, Michael, et al.
Published: (2024)
Tukey Depth Mechanisms for Practical Private Mean Estimation
by: Brown, Gavin, et al.
Published: (2025)
by: Brown, Gavin, et al.
Published: (2025)
Convolutional Maximum Mean Discrepancy for Inference in Noisy Data
by: Vashistha, Ritwik, et al.
Published: (2026)
by: Vashistha, Ritwik, et al.
Published: (2026)
Sparse Learning and Class Probability Estimation with Weighted Support Vector Machines
by: Zeng, Liyun, et al.
Published: (2023)
by: Zeng, Liyun, et al.
Published: (2023)
Double Robust Semi-Supervised Inference for the Mean: Selection Bias under MAR Labeling with Decaying Overlap
by: Zhang, Yuqian, et al.
Published: (2021)
by: Zhang, Yuqian, et al.
Published: (2021)
Transfer Learning for Spatial Autoregressive Models with Application to U.S. Presidential Election Prediction
by: Zeng, Hao, et al.
Published: (2024)
by: Zeng, Hao, et al.
Published: (2024)
Permutation-Free High-Order Interaction Tests
by: Liu, Zhaolu, et al.
Published: (2025)
by: Liu, Zhaolu, et al.
Published: (2025)
CAIRO: Decoupling Order from Scale in Regression
by: Vanhems, Harri, et al.
Published: (2026)
by: Vanhems, Harri, et al.
Published: (2026)
Similar Items
-
Spectral Differential Network Analysis for High-Dimensional Time Series
by: Hellstern, Michael, et al.
Published: (2024) -
Learning Directed Acyclic Graphs from Partial Orderings
by: Shojaie, Ali, et al.
Published: (2024) -
Estimation of High-Dimensional Markov-Switching VAR Models with an Approximate EM Algorithm
by: Li, Xiudi, et al.
Published: (2022) -
Semi-Parametric Inference for Doubly Stochastic Spatial Point Processes: An Approximate Penalized Poisson Likelihood Approach
by: Cheng, Si, et al.
Published: (2023) -
An Interpretable and Efficient Infinite-Order Vector Autoregressive Model for High-Dimensional Time Series
by: Zheng, Yao
Published: (2022)