Simultaneous estimation and group identification for network vector autoregressive model with heterogeneous nodes
Individuals or companies in a large social or financial network often display rather
heterogeneous behaviors for various reasons. In this work, we propose a network vector …
heterogeneous behaviors for various reasons. In this work, we propose a network vector …
Optimal estimation of the number of network communities
In network analysis, how to estimate the number of communities K is a fundamental problem.
We consider a broad setting where we allow severe degree heterogeneity and a wide range …
We consider a broad setting where we allow severe degree heterogeneity and a wide range …
Community network auto-regression for high-dimensional time series
Modeling responses on the nodes of a large-scale network is an important task that arises
commonly in practice. This paper proposes a community network vector autoregressive …
commonly in practice. This paper proposes a community network vector autoregressive …
Bipartite network influence analysis of a two-mode network
Y Wu, W Lan, X Fan, K Fang - Journal of Econometrics, 2024 - Elsevier
A two-mode network contains two types of nodes, and edges exist only between any two
nodes that are associated with different entities. Owing to the network connections (ie …
nodes that are associated with different entities. Owing to the network connections (ie …
Modeling information propagation in high-order networks based on explicit–implicit relationship
F Nian, Y Shi, J Cao - Journal of Computational Science, 2021 - Elsevier
A high-order network model with explicit relationship, implicit relationship and hyper nodes
is constructed based on the characteristics of social networks. Based on this model, the …
is constructed based on the characteristics of social networks. Based on this model, the …
Grouped spatial autoregressive model
D Huang, W Hu, B Jing, B Zhang - Computational Statistics & Data Analysis, 2023 - Elsevier
With the development of the internet, network data with replications can be collected at
different time points. The spatial autoregressive panel (SARP) model is a useful tool for …
different time points. The spatial autoregressive panel (SARP) model is a useful tool for …
Two-way Homogeneity Pursuit for Quantile Network Vector Autoregression
While the Vector Autoregression (VAR) model has received extensive attention for modelling
complex time series, quantile VAR analysis remains relatively underexplored for high …
complex time series, quantile VAR analysis remains relatively underexplored for high …
A latent space model for multivariate count data time series analysis
H Kaur, R Rastelli - arXiv preprint arXiv:2408.13162, 2024 - arxiv.org
Motivated by a dataset of burglaries in Chicago, USA, we introduce a novel framework to
analyze time series of count data combining common multivariate time series models with …
analyze time series of count data combining common multivariate time series models with …
Dynamic network quantile regression model
We propose a dynamic network quantile regression model to investigate the quantile
connectedness using a predetermined network information. We extend the existing network …
connectedness using a predetermined network information. We extend the existing network …