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Discovering Sparse and Ununiform Lag Structure Using VAR Models with Latent Group LASSO.

Kazuki KoyamaKeisuke KiritoshiTomonori Izumitani
Published in: ICDM Workshops (2019)
Keyphrases
  • group lasso
  • high dimensional
  • probabilistic model
  • regression model
  • learning models
  • text categorization