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ABSTRACT:
SUBMITTER: Skripnikov A
PROVIDER: S-EPMC7079674 | biostudies-literature | 2019 Nov
REPOSITORIES: biostudies-literature
Skripnikov A A Michailidis G G
Computational statistics & data analysis 20190522
In a number of applications, one has access to high-dimensional time series data on several related subjects. A motivating application area comes from the neuroimaging field, such as brain fMRI time series data, obtained from various groups of subjects (cases/controls) with a specific neurological disorder. The problem of regularized joint estimation of multiple related Vector Autoregressive (VAR) models is discussed, leveraging a group lasso penalty in addition to a regular lasso one, so as to ...[more]