学术报告会：Robust Estimation and Variables Selection in Spatial Autoregressive Model with Partly Varying Coefficients

报告题目：Robust Estimation and Variables Selection in Spatial Autoregressive Model with Partly Varying Coefficients

报 告 人：  肖运海      (河南大学 教授)

报告时间：2026年5月13日周三17：30

报告地点：S3-407

Abstract: The Spatial Autoregressive (SAR) model plays a key role in regression analysis by capturing spatial dependence, which is a typical characteristic in spatial econometrics and regional studies. Nevertheless, statistical inference in SAR models generally relies on certain assumptions, such as linearity, to ensure the validity of the results. In this talk, we investigate situations where the coefficients are allowed to vary based on specific index variables. To achieve this, we use B-splines to represent the varying coefficients as a series of spline coefficients. Then, we apply an adaptive-lasso penalty to efficiently estimate and select the significant coefficients. From a theoretical perspective, we establish the selection consistency and asymptotic normality properties of the proposed estimation method. Specifically, we adopt an exponential squared loss function, which generalizes least squares and offers greater robustness when handling outliers or heavy-tailed errors. For practical implementation, we leverage a DC algorithm framework and use an inexact alternating direction method of multipliers (ADMM) to solve the resulting convex optimization problems. We provide empirical studies using both simulated data and real-world examples, which show that the proposed estimation method performs effectively with finite sample sizes, particularly in terms of model accuracy and variable selection efficiency.

个人简介：

肖运海，河南大学，教授，博士生导师，河南省特聘教授，研究方向为数学优化、统计优化。主研国家自然科学基金项目4项，中国博士后面上项目1项，河南省杰出青年基金项目1项，参加973计划项目1项。在《Math. Prog. Comput.》、《J. Comput. Graph. Stat.》、《Stat. Sinica》、《J. Sci. Comput.》等期刊上发表论文60余篇，被引1700余次。担任中国运筹学会理事和宣传工作委员会副主任，中国运筹学学会数学规划分会常务理事、算法软件与应用分会常务理事，河南省运筹学会副理事长，河南省“双法”研究会副理事长，河南大学第五届学术委员会委员等，曾任中国运筹学会副秘书长、中国工业与应用数学会理事和青年工作委员会副主任等。