Related papers: Semiparametric Modeling and Analysis for Longitudi…

Literatures in state space models focus on parametric inference and prediction, which fail if the state space model is not fully specified and the maximum likelihood estimation does not work. In this paper, we assume the state transition…

We provide a semi-parametric analysis for the proportional likelihood ratio model, proposed by Luo & Tsai (2012). We study the tangent spaces for both the parameter of interest and the nuisance parameter, and obtain an explicit expression…

This paper presents an estimator for semiparametric models that uses a feed-forward neural network to fit the nonparametric component. Unlike many methodologies from the machine learning literature, this approach is suitable for…

Network data are often sampled with auxiliary information or collected through the observation of a complex system over time, leading to multiple network snapshots indexed by a continuous variable. Many methods in statistical network…

To model recurrent interaction events in continuous time, an extension of the stochastic block model is proposed where every individual belongs to a latent group and interactions between two individuals follow a conditional inhomogeneous…

In this work, we propose a deep learning-based method to perform semiparametric regression analysis for spatially dependent data. To be specific, we use a sparsely connected deep neural network with rectified linear unit (ReLU) activation…

Data in modern economic and financial applications often arrive as a stream, requiring models and inference to be updated in real time -- yet most semiparametric methods remain batch-based and computationally impractical in large-scale…

We introduce a class of semiparametric time series models by assuming a quasi-likelihood approach driven by a latent factor process. More specifically, given the latent process, we only specify the conditional mean and variance of the time…

A semi-parametric, non-linear regression model in the presence of latent variables is introduced. These latent variables can correspond to unmodeled phenomena or unmeasured agents in a complex networked system. This new formulation allows…

Longitudinal binary relational data can be better understood by implementing a latent space model for dynamic networks. This approach can be broadly extended to many types of weighted edges by using a link function to model the mean of the…

This paper introduces a new methodology to analyse bipartite and unipartite networks with nonnegative edge values. The proposed approach combines and adapts a number of ideas from the literature on latent variable network models. The…

We study transfer learning for estimation in latent variable network models. In our setting, the conditional edge probability matrices given the latent variables are represented by $P$ for the source and $Q$ for the target. We wish to…

Many standard estimators, when applied to adaptively collected data, fail to be asymptotically normal, thereby complicating the construction of confidence intervals. We address this challenge in a semi-parametric context: estimating the…

Linear regression on network-linked observations has been an essential tool in modeling the relationship between response and covariates with additional network structures. Previous methods either lack inference tools or rely on restrictive…

Longitudinal network consists of a sequence of temporal edges among multiple nodes, where the temporal edges are observed in real time. It has become ubiquitous with the rise of online social platform and e-commerce, but largely…

A new dynamic latent space eigenmodel (LSM) is proposed for weighted temporal networks. The model accommodates integer-valued weights, excess of zeros, time-varying node positions (features), and time-varying network sparsity. The latent…

We consider the problem of parameter estimation using weakly supervised datasets, where a training sample consists of the input and a partially specified annotation, which we refer to as the output. The missing information in the annotation…

We consider a time series model involving a fractional stochastic component, whose integration order can lie in the stationary/invertible or nonstationary regions and be unknown, and an additive deterministic component consisting of a…

Networks describe the, often complex, relationships between individual actors. In this work, we address the question of how to determine whether a parametric model, such as a stochastic block model or latent space model, fits a dataset well…

I consider inference in a partially linear regression model under stationary $\beta$-mixing data after first stage deep neural network (DNN) estimation. Using the DNN results of Brown (2024), I show that the estimator for the finite…