Time series graphical lasso and sparse VAR estimation.
Aramayis DallakyanRakheon KimMohsen PourahmadiPublished in: Comput. Stat. Data Anal. (2022)
Keyphrases
- regularized regression
- generalized linear models
- sparse representation
- elastic net
- feature selection
- sparse data
- group lasso
- multivariate time series
- accurate estimation
- low rank
- linear regression
- variable selection
- logistic regression
- image classification
- estimation accuracy
- compressive sensing
- dense motion estimation
- quasi periodic
- estimation algorithm
- high dimensional data
- non stationary
- parameter estimation
- least squares
- high dimensional