Bayesian Adaptive Lasso for the Partial Functional Linear Spatial Autoregressive Model

This study introduces a partial functional linear spatial autoregressive model which can explore the relationship between a scalar spatially dependent response variable and predictive variables containing both multiple scalar covariates and a functional covariate. With approximating to the functiona...

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Main Authors: Dengke Xu, Ruiqin Tian, Ying Lu
Format: Article
Language:English
Published: Wiley 2022-01-01
Series:Journal of Mathematics
Online Access:http://dx.doi.org/10.1155/2022/1616068
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author Dengke Xu
Ruiqin Tian
Ying Lu
author_facet Dengke Xu
Ruiqin Tian
Ying Lu
author_sort Dengke Xu
collection DOAJ
description This study introduces a partial functional linear spatial autoregressive model which can explore the relationship between a scalar spatially dependent response variable and predictive variables containing both multiple scalar covariates and a functional covariate. With approximating to the functional coefficient by Karhunen–Loève representation, we propose a Bayesian adaptive Lasso method to simultaneously estimate unknown parameters and select important covariates in the model, which can be performed by combining the Gibbs sampler and the Metropolis–Hastings algorithm. Some simulation studies are conducted and the results show that the proposed Bayesian method behaves well.
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issn 2314-4785
language English
publishDate 2022-01-01
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series Journal of Mathematics
spelling doaj-art-9212f23b18ed49f98bf986934bf379ee2025-08-20T02:09:55ZengWileyJournal of Mathematics2314-47852022-01-01202210.1155/2022/1616068Bayesian Adaptive Lasso for the Partial Functional Linear Spatial Autoregressive ModelDengke Xu0Ruiqin Tian1Ying Lu2School of EconomicsSchool of MathematicsSchool of Data Science and Media IntelligenceThis study introduces a partial functional linear spatial autoregressive model which can explore the relationship between a scalar spatially dependent response variable and predictive variables containing both multiple scalar covariates and a functional covariate. With approximating to the functional coefficient by Karhunen–Loève representation, we propose a Bayesian adaptive Lasso method to simultaneously estimate unknown parameters and select important covariates in the model, which can be performed by combining the Gibbs sampler and the Metropolis–Hastings algorithm. Some simulation studies are conducted and the results show that the proposed Bayesian method behaves well.http://dx.doi.org/10.1155/2022/1616068
spellingShingle Dengke Xu
Ruiqin Tian
Ying Lu
Bayesian Adaptive Lasso for the Partial Functional Linear Spatial Autoregressive Model
Journal of Mathematics
title Bayesian Adaptive Lasso for the Partial Functional Linear Spatial Autoregressive Model
title_full Bayesian Adaptive Lasso for the Partial Functional Linear Spatial Autoregressive Model
title_fullStr Bayesian Adaptive Lasso for the Partial Functional Linear Spatial Autoregressive Model
title_full_unstemmed Bayesian Adaptive Lasso for the Partial Functional Linear Spatial Autoregressive Model
title_short Bayesian Adaptive Lasso for the Partial Functional Linear Spatial Autoregressive Model
title_sort bayesian adaptive lasso for the partial functional linear spatial autoregressive model
url http://dx.doi.org/10.1155/2022/1616068
work_keys_str_mv AT dengkexu bayesianadaptivelassoforthepartialfunctionallinearspatialautoregressivemodel
AT ruiqintian bayesianadaptivelassoforthepartialfunctionallinearspatialautoregressivemodel
AT yinglu bayesianadaptivelassoforthepartialfunctionallinearspatialautoregressivemodel