Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Rapid Detection of Hot-spots via Tensor Decomposition with applications
  to Crime Rate Data   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.

17
The categories of this paper are: q-fin
28
The categories of this paper are: alg-geom
11
The categories of this paper are: hep-lat
34
The categories of this paper are: chem-ph
24
The categories of this paper are: dg-ga
31
The categories of this paper are: ao-sci
26
The categories of this paper are: bayes-an
30
The categories of this paper are: q-alg
33
The categories of this paper are: plasm-ph
2
The categories of this paper are: math
0
The categories of this paper are: hep-ph
20
The categories of this paper are: acc-phys
27
The categories of this paper are: comp-gas
25
The categories of this paper are: patt-sol
1
The categories of this paper are: cs
21
The categories of this paper are: adap-org