Non-parametric Sparse Additive Auto-regressive Network Models

Preprint English OPEN
Zhou, Hao Henry; Raskutti, Garvesh;
  • Subject: Mathematics - Statistics Theory | Statistics - Machine Learning

Consider a multi-variate time series $(X_t)_{t=0}^{T}$ where $X_t \in \mathbb{R}^d$ which may represent spike train responses for multiple neurons in a brain, crime event data across multiple regions, and many others. An important challenge associated with these time se... View more
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