Spatial Homogeneity Pursuit of Regression Coefficients for Large Datasets

Spatial Homogeneity Pursuit of Regression Coefficients for Large Datasets
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DOI:
10.1080/01621459.2018.1529595
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发表时间:
2019-04-10
影响因子:
3.7
通讯作者:
Sang, Huiyan
Sang, Huiyan
中科院分区:
数学1区
文献类型:
--
作者:
Li, Furong;Sang, Huiyan

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空间回归模型已被广泛用于描述一个响应变量和一些解释变量之间的关系,在一个感兴趣的区域,考虑到空间依赖的观察。在许多应用中,预期响应变量和协变量之间的关系表现出复杂的空间模式。我们提出了一种新的方法,称为空间聚类系数(SCC)回归,空间聚类模式的回归系数检测。它通过精心构造的正则化来结合空间邻域信息,以自动检测空间中的变化点并实现计算可扩展性。我们的数值研究表明,SCC的工作非常有效,捕捉不仅聚集系数,但也平滑变化的系数,因为它的强大的局部自适应性。这种灵活性使研究人员能够探索回归系数中的各种空间结构。我们还建立了SCC的理论性质。我们使用SCC来探索大西洋盆地海水的温度和盐度之间的关系,这可以提供重要的见解,个别水团的演变和海洋学中的纬向翻转环流的路径和强度。包括可用于复制作品的材料的标准化描述,可作为在线补充。
Spatial regression models have been widely used to describe the relationship between a response variable and some explanatory variables over a region of interest, taking into account the spatial dependence of the observations. In many applications, relationships between response variables and covariates are expected to exhibit complex spatial patterns. We propose a new approach, referred to as spatially clustered coefficient (SCC) regression, to detect spatially clustered patterns in the regression coefficients. It incorporates spatial neighborhood information through a carefully constructed regularization to automatically detect change points in space and to achieve computational scalability. Our numerical studies suggest that SCC works very effectively, capturing not only clustered coefficients, but also smoothly varying coefficients because of its strong local adaptivity. This flexibility allows researchers to explore various spatial structures in regression coefficients. We also establish theoretical properties of SCC. We use SCC to explore the relationship between the temperature and salinity of sea water in the Atlantic basin; this can provide important insights about the evolution of individual water masses and the pathway and strength of meridional overturning circulation in oceanography. for this article, including a standardized description of the materials available for reproducing the work, are available as an online supplement.