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We propose a new Bayesian Markov switching regression model for multidimensional arrays (tensors) of binary time series. We assume a zero-inflated logit regression with time-varying parameters and apply it to multilayer temporal networks.…

Methodology · Statistics 2019-07-05 Monica Billio , Roberto Casarin , Matteo Iacopini

The interpretation of coefficients from multivariate linear regression relies on the assumption that the conditional expectation function is linear in the variables. However, in many cases the underlying data generating process is…

Econometrics · Economics 2025-12-16 Nadav Kunievsky

In a multiple linear regression model, the algebraic formula of the decomposition theorem explains the relationship between the univariate regression coefficient and partial regression coefficient using geometry. It was found that…

Methodology · Statistics 2021-05-04 Xingguo Wu

A tensor is a multi-way array that can represent, in addition to a data set, the expression of a joint law or a multivariate function. As such it contains the description of the interactions between the variables corresponding to each of…

Numerical Analysis · Mathematics 2022-01-20 Alain Franc

The relationship between a response variable and its covariates can vary significantly, especially in scenarios where covariates take on extremely high or low values. This paper introduces a max-linear tail regression model specifically…

Methodology · Statistics 2025-02-24 Liujun Chen , Deyuan Li , Zhengjun Zhang

Relational event data, which consist of events involving pairs of actors over time, are now commonly available at the finest of temporal resolutions. Existing continuous-time methods for modeling such data are based on point processes and…

Methodology · Statistics 2018-06-21 Wesley Lee , Bailey K. Fosdick , Tyler H. McCormick

With the growing interest on Network Analysis, Relational Data Mining is becoming an emphasized domain of Data Mining. This paper addresses the problem of extracting representative elements from a relational dataset. After defining the…

Artificial Intelligence · Computer Science 2012-07-05 Frédéric Blanchard , Michel Herbin

Reciprocity in dyadic interactions is common and a topic of interest across disciplines. In some cases, reciprocity may be expected to be more or less prevalent among certain kinds of dyads. In response to interest among researchers in…

Methodology · Statistics 2020-05-21 Jeremy Koster

Network regression models, where the outcome comprises the valued edge in a network and the predictors are actor or dyad-level covariates, are used extensively in the social and biological sciences. Valid inference relies on accurately…

Methodology · Statistics 2021-06-09 Mengjie Pan , Tyler H. McCormick , Bailey K. Fosdick

Dynamic multilayer networks frequently represent the structure of multiple co-evolving relations; however, statistical models are not well-developed for this prevalent network type. Here, we propose a new latent space model for dynamic…

Methodology · Statistics 2021-03-25 Joshua Daniel Loyal , Yuguo Chen

Traditional linear methods for forecasting multivariate time series are not able to satisfactorily model the non-linear dependencies that may exist in non-Gaussian series. We build on the theory of learning vector-valued functions in the…

Machine Learning · Computer Science 2017-06-28 Magda Gregorová , Alexandros Kalousis , Stéphane Marchand-Maillet

Many real-world complex systems are well represented as multilayer networks; predicting interactions in those systems is one of the most pressing problems in predictive network science. To address this challenge, we introduce two stochastic…

Physics and Society · Physics 2019-04-03 Marc Tarres-Deulofeu , Antonia Godoy-Lorite , Roger Guimera , Marta Sales-Pardo

The collaboration network is an example of a social network which has both non-trivial temporal and spatial dependence. Based on the observations of collaborations in Physical Review Letters, a model of collaboration network is proposed…

Physics and Society · Physics 2009-11-13 Anjan Kumar Chandra , Kamalika Basu Hajra , Pratap Kumar Das , Parongama Sen

In this paper we address the problem of modeling relational data, which appear in many applications such as social network analysis, recommender systems and bioinformatics. Previous studies either consider latent feature based models but…

Data Structures and Algorithms · Computer Science 2012-04-13 Sheng Gao , Ludovic Denoyer , Patrick Gallinari

Temporal networks are ubiquitous and evolve over time by the addition, deletion, and changing of links, nodes, and attributes. Although many relational datasets contain temporal information, the majority of existing techniques in relational…

Artificial Intelligence · Computer Science 2011-11-23 Ryan A. Rossi , Jennifer Neville

The study of network data in the social and health sciences frequently concentrates on two distinct tasks (1) detecting community structures among nodes and (2) associating covariate information to edge formation. In much of this data, it…

Methodology · Statistics 2021-12-14 Heather Mathews , Alexander Volfovsky

We consider the general problem of modeling temporal data with long-range dependencies, wherein new observations are fully or partially predictable based on temporally-distant, past observations. A sufficiently powerful temporal model…

Tensor-on-tensor (TOT) regression is an important tool for the analysis of tensor data, aiming to predict a set of response tensors from a corresponding set of predictor tensors. However, standard TOT regression is sensitive to outliers,…

Methodology · Statistics 2026-03-30 Mehdi Hirari , Fabio Centofanti , Mia Hubert , Stefan Van Aelst

Joint models for a wide class of response variables and longitudinal measurements consist on a mixed-effects model to fit longitudinal trajectories whose random effects enter as covariates in a generalized linear model for the primary…

Methodology · Statistics 2014-07-03 Rolando De la Cruz , Cristian Meza , Ana Arribas-Gil , Raymond J. Carroll

In regression models for categorical data a linear model is typically related to the response variables via a transformation of probabilities called the link function. We introduce an approach based on two link functions for binary data…

Methodology · Statistics 2016-11-04 Monia Lupparelli , Alberto Roverato
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