相关论文: Long Term Economic Relationships From Cointegratio…

Latent space models (LSMs) are often used to analyze dynamic (time-varying) networks that evolve in continuous time. Existing approaches to Bayesian inference for these models rely on Markov chain Monte Carlo algorithms, which cannot handle…

In this article, we review the interdisciplinary techniques (borrowed from physics, mathematics, statistics, machine-learning, etc.) and methodological framework that we have used to understand climate systems, which serve as examples of…

Much of the past work in network analysis has focused on analyzing discrete graphs, where binary edges represent the "presence" or "absence" of a relationship. Since traditional network measures (e.g., betweenness centrality) utilize a…

We propose a novel class of network models for temporal dyadic interaction data. Our goal is to capture a number of important features often observed in social interactions: sparsity, degree heterogeneity, community structure and…

The analysis of non-real-valued data, such as binary time series, has attracted great interest in recent years. This manuscript proposes a post-selection estimator for estimating the coefficient matrices of a high-dimensional generalized…

Genealogical networks, also known as family trees or population pedigrees, are commonly studied by genealogists wanting to know about their ancestry, but they also provide a valuable resource for disciplines such as digital demography,…

We propose a novel cointegrated autoregressive model for matrix-valued time series, with bi-linear cointegrating vectors corresponding to the rows and columns of the matrix data. Compared to the traditional cointegration analysis, our…

The growing penetration of renewable energy sources (RESs) is inevitable to reach net zero emissions. In this regard, optimal planning and operation of power systems are becoming more critical due to the need for modeling the short-term…

Estimation of the covariance matrix of asset returns is crucial to portfolio construction. As suggested by economic theories, the correlation structure among assets differs between emerging markets and developed countries. It is therefore…

This contribution presents a Bayesian approach to the issue of linking of the results from key comparison measurements. A mathematical treatment based on Bayesian statistics for the analysis of the results from two comparisons with some…

Spatio-temporal areal data can be seen as a collection of time series which are spatially correlated according to a specific neighboring structure. Incorporating the temporal and spatial dimension into a statistical model poses challenges…

This survey paper is written with the intention of giving a mathematical introduction to filtering techniques for intermittent data assimilation, and to survey some recent advances in the field. The paper is divided into three parts. The…

We present a novel Bayesian spatial disaggregation model for count data, providing fast and flexible inference at high resolution. First, it incorporates non-linear covariate effects using penalized splines, a flexible approach that is not…

A linear and lagged relationship between inflation, unemployment and labor force change rate, p(t)=A0UE(t-t0)+A1dLF(t-t1)/LF(t-t1)+ A2, where A0, A1, and A2 are empirical country-specific coefficients, was found for developed economies. The…

We introduce a novel Bayesian approach for both covariate selection and sparse precision matrix estimation in the context of high-dimensional Gaussian graphical models involving multiple responses. Our approach provides a sparse estimation…

Structural break identification methods are an important tool for evaluating the effectiveness of climate change mitigation policies. In this paper, we introduce a unified probabilistic framework for detecting structural breaks with unknown…

Generalized estimating equation (GEE) is widely adopted for regression modeling for longitudinal data, taking account of potential correlations within the same subjects. Although the standard GEE assumes common regression coefficients among…

In this paper, we investigate a semiparametric regression model under the context of treatment effects via a localized neural network (LNN) approach. Due to a vast number of parameters involved, we reduce the number of effective parameters…

Predicting long-term outcomes of interventions is necessary for educational and social policy-making processes that might widely influence our society for the long-term. However, performing such predictions based on data from large-scale…

As a fundamental component in location-based services, inferring the relationship between points-of-interests (POIs) is very critical for service providers to offer good user experience to business owners and customers. Most of the existing…