论文标题

多元时间点过程回归

Multivariate Temporal Point Process Regression

论文作者

Tang, Xiwei, Li, Lexin

论文摘要

积分过程建模正在引起人们的注意,因为在众多科学应用中,点过程类型数据正在出现。在本文中,是由神经位峰列车研究的动机,我们提出了一个新的点过程回归模型,其中响应和预测变量都可以是高维点过程。我们使用卷积方式使用一组基础传输函数来通过条件强度对预测变量进行建模。我们以三向张量的形式组织了相应的转移系数,然后将低级别,稀疏性和亚组结构施加在该系数张量上。这些结构有助于降低维度,整合不同单个过程的信息并促进解释。我们为参数估计开发了高度可扩展的优化算法。我们得出以恢复的系数张量结合的大样本误差,并建立子组识别一致性,同时允许多元点过程的尺寸差异。我们通过模拟和在感觉皮层研究中通过模拟和跨区域神经位型尖峰分析来证明我们的方法的功效。

Point process modeling is gaining increasing attention, as point process type data are emerging in numerous scientific applications. In this article, motivated by a neuronal spike trains study, we propose a novel point process regression model, where both the response and the predictor can be a high-dimensional point process. We model the predictor effects through the conditional intensities using a set of basis transferring functions in a convolutional fashion. We organize the corresponding transferring coefficients in the form of a three-way tensor, then impose the low-rank, sparsity, and subgroup structures on this coefficient tensor. These structures help reduce the dimensionality, integrate information across different individual processes, and facilitate the interpretation. We develop a highly scalable optimization algorithm for parameter estimation. We derive the large sample error bound for the recovered coefficient tensor, and establish the subgroup identification consistency, while allowing the dimension of the multivariate point process to diverge. We demonstrate the efficacy of our method through both simulations and a cross-area neuronal spike trains analysis in a sensory cortex study.

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