论文标题
通过张量分解快速检测热点,并应用于犯罪率数据
Rapid Detection of Hot-spots via Tensor Decomposition with applications to Crime Rate Data
论文作者
论文摘要
我们提出了一种有效的统计方法(称为SSR量),以稳健而快速检测通过张量分解在时空数据集中稀疏和时间一致的热点。我们的主要思想是首先建立一个SSR模型,将张量数据分解为平滑的全球趋势均值,稀疏的本地热点和残差。接下来,使用张量分解如下:引入碱基以描述差异内相关性,并将张量产物用于差异相互作用。然后,使用Lasso和Fused Lasso的组合来估计模型参数,在该参数中,基于大型凸优化的有效递归估计程序是开发出有效的递归估计过程,在此过程中,我们首先将一般的Lasso优化转换为常规的Lasso优化,并将FISTA转换为使用FIST FISTA,以最快的收敛速率求解它。最后,采用cusum程序来检测热点事件发生何时何地。我们比较了在数值仿真研究和现实世界中的案例研究中提出的方法的性能,该研究包含一个数据集,其中包括1965 - 2014年期间美国大陆州三种类型的犯罪率的收集。在这两种情况下,所提出的SSR张量都能够实现热点的快速检测和准确定位。
We propose an efficient statistical method (denoted as SSR-Tensor) to robustly and quickly detect hot-spots that are sparse and temporal-consistent in a spatial-temporal dataset through the tensor decomposition. Our main idea is first to build an SSR model to decompose the tensor data into a Smooth global trend mean, Sparse local hot-spots, and Residuals. Next, tensor decomposition is utilized as follows: bases are introduced to describe within-dimension correlation, and tensor products are used for between-dimension interaction. Then, a combination of LASSO and fused LASSO is used to estimate the model parameters, where an efficient recursive estimation procedure is developed based on the large-scale convex optimization, where we first transform the general LASSO optimization into regular LASSO optimization and apply FISTA to solve it with the fastest convergence rate. Finally, a CUSUM procedure is applied to detect when and where the hot-spot event occurs. We compare the performance of the proposed method in a numerical simulation study and a real-world case study, which contains a dataset including a collection of three types of crime rates for U.S. mainland states during the year 1965-2014. In both cases, the proposed SSR-Tensor is able to achieve the fast detection and accurate localization of the hot-spots.