论文标题
空间簇的变化系数模型
Spatially Clustered Varying Coefficient Model
论文作者
论文摘要
在具有较大空间区域的各种应用中,响应变量与协变量之间的关系有望表现出复杂的空间模式。我们提出了一个空间簇变化的系数模型,其中允许回归系数在每个群集中平稳变化,但在相邻簇的边界中突然变化,并且我们开发了一种同时系数估计和集群识别的统一方法。不同的系数通过惩罚的花键近似,并通过融合的凹入式惩罚来识别群集对邻近位置的差异,其中最小跨树(MST)指定了空间邻居。利用MST的稀疏结构,基于乘数的交替方向方法有效地解决了优化。此外,考虑到MST结构,我们建立了所提出方法的甲骨文属性。数值研究表明,所提出的方法可以有效地合并空间邻域信息,并自动检测回归系数中可能的空间簇模式。海洋学的一项实证研究表明,该提出的方法有望提供信息丰富的结果。
In various applications with large spatial regions, the relationship between the response variable and the covariates is expected to exhibit complex spatial patterns. We propose a spatially clustered varying coefficient model, where the regression coefficients are allowed to vary smoothly within each cluster but change abruptly across the boundaries of adjacent clusters, and we develop a unified approach for simultaneous coefficient estimation and cluster identification. The varying coefficients are approximated by penalized splines, and the clusters are identified through a fused concave penalty on differences in neighboring locations, where the spatial neighbors are specified by the minimum spanning tree (MST). The optimization is solved efficiently based on the alternating direction method of multipliers, utilizing the sparsity structure from MST. Furthermore, we establish the oracle property of the proposed method considering the structure of MST. Numerical studies show that the proposed method can efficiently incorporate spatial neighborhood information and automatically detect possible spatially clustered patterns in the regression coefficients. An empirical study in oceanography illustrates that the proposed method is promising to provide informative results.