Variable Selection of Heterogeneous Spatial Autoregressive Models via Double-Penalized Likelihood.

Ruiqin Tian Miaojie Xia Dengke Xu

Published in: Symmetry (2022)

Keyphrases

variable selection
autoregressive model
penalized likelihood
cross validation
input variables
high dimensional
model selection
em algorithm
maximum likelihood
dimension reduction
high dimensional data
log likelihood
autoregressive
machine learning
data sets
multiscale
face recognition
neural network