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Christopher Crawford
@cmcrawford.bsky.social
PhD student doing quant stuff at Penn State | UIUC and OU alum | musician | cat parent 🏳️‍🌈
58 followers122 following7 posts
CCcmcrawford.bsky.social

Thanks, Katie!

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CCcmcrawford.bsky.social

Many thanks to my wonderful coauthors: @jonathanpark.bsky.social@fishingwithzack.bsky.social.

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CCcmcrawford.bsky.social

We conducted a simulation study to evaluate the performance of subgrouping multi-VAR across a range of factors and found that it performs well with respect to model/subgroup recovery and quality of estimates. Performance was also assessed in the context of an empirical example.

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CCcmcrawford.bsky.social

What's nice about this? The competing penalty terms govern both the sparsity and heterogeneity of the solution. This allows for the flexible approximation of commonly encountered scenarios (e.g., minimal heterogeneity, subgroup-specific heterogeneity, etc.).

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CCcmcrawford.bsky.social

Subgrouping multi-VAR accommodates both quantitative and qualitative heterogeneity in the estimation of group-, subgroup-, and individual-level effects. Notably, these dynamics are estimated simultaneously using a structured regularization approach.

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CCcmcrawford.bsky.social

We have a new preprint! I'm excited to share recent work related to modeling multiple-subject, multivariate time series. We extend the multi-VAR framework to allow for data-driven identification and penalized estimation of subgroup-specific dynamics. arxiv.org/abs/2409.03085

Penalized Subgrouping of Heterogeneous Time Series
Penalized Subgrouping of Heterogeneous Time Series

Interest in the study and analysis of dynamic processes in the social, behavioral, and health sciences has burgeoned in recent years due to the increased availability of intensive longitudinal...

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Reposted by Christopher Crawford

My lab is recruiting graduate students for Fall 2024. If you're interested in doing research at the intersection of modeling time-dependent systems, statistical programming, and developmental science come work with me and the amazing scientists at Penn State! quantdev.ssri.psu.edu

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CC
Christopher Crawford
@cmcrawford.bsky.social
PhD student doing quant stuff at Penn State | UIUC and OU alum | musician | cat parent 🏳️‍🌈
58 followers122 following7 posts