Discovering Sparse and Ununiform Lag Structure Using VAR Models with Latent Group LASSO - researchr publication authors

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Kazuki Koyama, Keisuke Kiritoshi, Tomonori Izumitani. Discovering Sparse and Ununiform Lag Structure Using VAR Models with Latent Group LASSO. In Panagiotis Papapetrou, Xueqi Cheng, Qing He, editors, 2019 International Conference on Data Mining Workshops, ICDM Workshops 2019, Beijing, China, November 8-11, 2019. pages 376-384, IEEE, 2019. [doi]

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