Related papers: Mixed orthogonality graphs for continuous-time sta…
In this paper, we introduce different concepts of Granger causality and contemporaneous correlation for multivariate stationary continuous-time processes to model different dependencies between the component processes. Several equivalent…
In this paper we define and characterize cointegrated continuous-time linear state-space models. A main result is that a cointegrated continuous-time linear state-space model can be represented as a sum of a L\'evy process and a stationary…
In this paper, we establish the partial correlation graph for multivariate continuous-time stochastic processes, assuming only that the underlying process is stationary and mean-square continuous with expectation zero and spectral density…
Graph-based techniques emerged as a choice to deal with the dimensionality issues in modeling multivariate time series. However, there is yet no complete understanding of how the underlying structure could be exploited to ease this task.…
The modeling of time-varying graph signals as stationary time-vertex stochastic processes permits the inference of missing signal values by efficiently employing the correlation patterns of the process across different graph nodes and time…
In this paper, we consider function-indexed normalized weighted integrated periodograms for equidistantly sampled multivariate continuous-time state space models which are multivariate continuous-time ARMA processes. Thereby, the sampling…
Multistate Markov models are a canonical parametric approach for data modeling of observed or latent stochastic processes supported on a finite state space. Continuous-time Markov processes describe data that are observed irregularly over…
The class of multivariate L\'{e}vy-driven autoregressive moving average (MCARMA) processes, the continuous-time analogs of the classical vector ARMA processes, is shown to be equivalent to the class of continuous-time state space models.…
In this article we study multivariate continuous-time autoregressive moving-average (MCARMA) processes with values in convex cones. More specifically, we introduce matrix-valued MCARMA processes with L\'evy noise and present necessary and…
We study a class of graphs that represent local independence structures in stochastic processes allowing for correlated error processes. Several graphs may encode the same local independencies and we characterize such equivalence classes of…
We propose generalizations of a number of standard network models, including the classic random graph, the configuration model, and the stochastic block model, to the case of time-varying networks. We assume that the presence and absence of…
Stationary graph process models are commonly used in the analysis and inference of data sets collected on irregular network topologies. While most of the existing methods represent graph signals with a single stationary process model that…
Current approaches for modeling discrete-valued outcomes associated with spatially-dependent areal units incur computational and theoretical challenges, especially in the Bayesian setting when full posterior inference is desired. As an…
Orthogonal drawings, i.e., embeddings of graphs into grids, are a classic topic in Graph Drawing. Often the goal is to find a drawing that minimizes the number of bends on the edges. A key ingredient for bend minimization algorithms is the…
A local projection model is defined by a set of linear regressions that account for the associations between exogenous variables and an endogenous variable observed at different time points. While it is standard practice to separately…
When dealing with time series data, causal inference methods often employ structural vector autoregressive (SVAR) processes to model time-evolving random systems. In this work, we rephrase recursive SVAR processes with possible latent…
Graph State Space Models (SSMs) have recently been introduced to enhance Graph Neural Networks (GNNs) in modeling long-range interactions. Despite their success, existing methods either compromise on permutation equivariance or limit their…
A planar orthogonal drawing {\Gamma} of a connected planar graph G is a geometric representation of G such that the vertices are drawn as distinct points of the plane, the edges are drawn as chains of horizontal and vertical segments, and…
One of the cornerstones of the field of signal processing on graphs are graph filters, direct analogues of classical filters, but intended for signals defined on graphs. This work brings forth new insights on the distributed graph filtering…
Inspired by "quantum graphity" models for spacetime, a statistical model of graphs is proposed to explore possible realizations of emergent manifolds. Graphs with given numbers of vertices and edges are considered, governed by a very…