標題: Regularized spatial maximum covariance analysis
作者: Wang, Wen-Ting
Huang, Hsin-Cheng
統計學研究所
Institute of Statistics
關鍵字: alternating direction method of multipliers;Lasso;singular value decomposition;smoothing splines;orthogonal constraint
公開日期: 1-三月-2018
摘要: In climate and atmospheric research, many phenomena involve more than one spatial processes covarying in space. To understand how one process is affected by another, maximum covariance analysis is commonly applied. However, the patterns obtained from maximum covariance analysis may sometimes be difficult to interpret. In this paper, we propose a regularization approach to promote spatial features in dominant coupled patterns by introducing smoothness and sparseness penalties while accounting for their orthogonalities. We develop an efficient algorithm to solve the resulting optimization problem by using the alternating direction method of multipliers. The effectiveness of the proposed method is illustrated by several numerical examples, including an application to study how precipitation in East Africa is affected by sea surface temperatures in the Indian Ocean.
URI: http://dx.doi.org/10.1002/env.2481
http://hdl.handle.net/11536/144669
ISSN: 1180-4009
DOI: 10.1002/env.2481
期刊: ENVIRONMETRICS
Volume: 29
顯示於類別:期刊論文