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stat.ME2024
Fast spatio-temporally varying coefficient modeling with reluctant interaction selection
Daisuke Murakami, Shinichiro Shirota, Seiji Kajita +1
Spatially and temporally varying coefficient (STVC) models are currently attracting attention as a flexible tool to explore the spatio-temporal patterns in regression coefficients.…
econ.GN2024
Solving stochastic climate-economy models: A deep least-squares Monte Carlo approach
Aleksandar Arandjelović, Pavel V. Shevchenko, Tomoko Matsui +2
Stochastic versions of recursive integrated climate-economy assessment models are essential for studying and quantifying policy decisions under uncertainty. However, as the number…
stat.ME2024
Sub-model aggregation for scalable eigenvector spatial filtering: Application to spatially varying coefficient modeling
Daisuke Murakami, Shonosuke Sugasawa, Hajime Seya +1
This study proposes a method for aggregating/synthesizing global and local sub-models for fast and flexible spatial regression modeling. Eigenvector spatial filtering (ESF) was use…