Corpus ID: 230770080

Joint Variable Selection of both Fixed and Random Effects for Gaussian Process-based Spatially Varying Coefficient Models

@inproceedings{Dambon2021JointVS,
  title={Joint Variable Selection of both Fixed and Random Effects for Gaussian Process-based Spatially Varying Coefficient Models},
  author={Jakob A. Dambon and Fabio Sigrist and R. Furrer},
  year={2021}
}
Spatially varying coefficient (SVC) models are a type of regression model for spatial data where covariate effects vary over space. If there are several covariates, a natural question is which covariates have a spatially varying effect and which not. We present a new variable selection approach for Gaussian process-based SVC models. It relies on a penalized maximum likelihood estimation (PMLE) and allows variable selection both with respect to fixed effects and Gaussian process random effects… Expand

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