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In many countries information on expectations collected through consumer confidence surveys are used in macroeconomic policy formulation. Unfortunately, before doing so, the consistency of responses is often not taken into account, leading…

General Finance · Quantitative Finance 2015-09-04 Sunil Kumar , Zakir Husain , Diganta Mukherjee

Standard linear modeling approaches make potentially simplistic assumptions regarding the structure of categorical effects that may obfuscate more complex relationships governing data. For example, recent work focused on the two-way…

Methodology · Statistics 2019-03-05 Thomas A. Metzger , Christopher T. Franck

We propose a Bayesian inference approach for a class of latent Markov models. These models are widely used for the analysis of longitudinal categorical data, when the interest is in studying the evolution of an individual unobservable…

Methodology · Statistics 2011-01-05 Francesco Bartolucci , Silvia Pandolfi

Categorical response data are ubiquitous in complex survey applications, yet few methods model the dependence across different outcome categories when the response is ordinal. Likewise, few methods exist for the common combination of a…

Methodology · Statistics 2025-02-24 Daniel Vedensky , Paul A. Parker , Scott H. Holan

Time-varying covariates in longitudinal studies frequently evolve through reciprocal feedback, undergo role reversal, and reflect unobserved individual heterogeneity. Standard statistical frameworks often assume fixed covariate roles and…

Methodology · Statistics 2026-02-27 Niloofar Ramezani , Pascal Nitiema , Jeffrey R. Wilson

High-dimensional multivariate longitudinal data, which arise when many outcome variables are measured repeatedly over time, are becoming increasingly common in social, behavioral and health sciences. We propose a latent variable model for…

Methodology · Statistics 2025-12-09 Sze Ming Lee , Yunxiao Chen , Tony Sit

We present a Bayesian model for estimating the joint distribution of multivariate categorical data when units are nested within groups. Such data arise frequently in social science settings, for example, people living in households. The…

Methodology · Statistics 2016-10-31 Jingchen Hu , Jerome P. Reiter , Quanli Wang

In many statistical problems, a more coarse-grained model may be suitable for population-level behaviour, whereas a more detailed model is appropriate for accurate modelling of individual behaviour. This raises the question of how to…

Machine Learning · Statistics 2015-11-02 Mingjun Zhong , Nigel Goddard , Charles Sutton

Counterfactual explanations utilize feature perturbations to analyze the outcome of an original decision and recommend an actionable recourse. We argue that it is beneficial to provide several alternative explanations rather than a single…

Machine Learning · Computer Science 2023-01-24 Natraj Raman , Daniele Magazzeni , Sameena Shah

Public sentiment is a direct public-centric indicator for the success of effective action planning. Despite its importance, systematic modeling of public sentiment remains untapped in previous studies. This research aims to develop a…

Social and Information Networks · Computer Science 2020-04-07 Yudi Chen , Qi Wang , Wenying Ji

In economic development, there are often regions that share similar economic characteristics, and economic models on such regions tend to have similar covariate effects. In this paper, we propose a Bayesian clustered regression for…

Econometrics · Economics 2020-06-30 Zhihua Ma , Yishu Xue , Guanyu Hu

Hierarchical model fitting has become commonplace for case-control studies of cognition and behaviour in mental health. However, these techniques require us to formalise assumptions about the data-generating process at the group level,…

Computers and Society · Computer Science 2020-11-04 Vincent Valton , Toby Wise , Oliver J. Robinson

The assumption of group heterogeneity has become popular in panel data models. We develop a constrained Bayesian grouped estimator that exploits researchers' prior beliefs on groups in a form of pairwise constraints, indicating whether a…

Econometrics · Economics 2023-10-31 Boyuan Zhang

High-dimensional data must be highly structured to be learnable. Although the compositional and hierarchical nature of data is often put forward to explain learnability, quantitative measurements establishing these properties are scarce.…

Machine Learning · Statistics 2025-03-04 Antonio Sclocchi , Alessandro Favero , Noam Itzhak Levi , Matthieu Wyart

We propose a model of inference and heuristic decision-making in groups that is rooted in the Bayes rule but avoids the complexities of rational inference in partially observed environments with incomplete information, which are…

Multiagent Systems · Computer Science 2016-11-04 M. Amin Rahimian , Ali Jadbabaie

We develop a Bayesian hierarchical semiparametric model for phenomena related to time series of counts. The main feature of the model is its capability to learn a latent pattern of heterogeneity in the distribution of the process innovation…

Methodology · Statistics 2019-07-09 Helton Graziadei , Hedibert F. Lopes , Paulo C. Marques F

The problem motivating the paper is the quantification of students' preferences regarding teaching/coursework quality, under certain numerical restrictions, in order to build a model for identifying, assessing and monitoring the major…

Applications · Statistics 2014-04-08 Dimitris Fouskakis , George Petrakos , Ioannis Vavouras

In several countries, including Italy, a prominent approach to population health surveillance involves conducting repeated cross-sectional surveys at short intervals of time. These surveys gather information on the health status of…

Applications · Statistics 2025-04-10 Mattia Stival , Lorenzo Schiavon , Stefano Campostrini

In public opinion studies, the relationships between opinions on different topics are likely to shift based on the characteristics of the respondents. Thus, understanding the complexities of public opinion requires methods that can account…

Many travel decisions involve a degree of experience formation, where individuals learn their preferences over time. At the same time, there is extensive scope for heterogeneity across individual travellers, both in their underlying…

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