Graphical Assistant Grouped Network Autoregression Model : A Bayesian Nonparametric Recourse | PERPUSTAKAAN UNIVERSITAS KATOLIK PARAHYANGAN

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Graphical Assistant Grouped Network Autoregression Model : A Bayesian Nonparametric Recourse

Zhu, Xuening - Nama Orang; Ren, Yimeng - Nama Orang; Lu, Xiaoling - Nama Orang; Hu, Guanyu - Nama Orang;

Vector autoregression model is ubiquitous in classical time series data analysis. With the rapid advance of social network sites, time series data over latent graph is becoming increasingly popular. In this article, we develop a novel Bayesian grouped network autoregression model, which can simultaneously estimate group information (number of groups and group configurations) and group-wise parameters. Specifically, a graphically assisted Chinese restaurant process is incorporated under the framework of the network autoregression model to improve the statistical inference performance. An efficient Markov chain Monte Carlo sampling algorithm is used to sample from the posterior distribution. Extensive studies are conducted to evaluate the finite sample performance of our proposed methodology. Additionally, we analyze two real datasets as illustrations of the effectiveness of our approach.

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Barcode		Tipe Koleksi	Nomor Panggil	Lokasi	Status
art148446	null	Artikel		Gdg9-Lt3	Tersedia namun tidak untuk dipinjamkan - No Loan

Informasi Detail

Judul Seri: JOURNAL OF BUSINESS & ECONOMIC STATISTICS; Vol.42 No.1 January 2024
No. Panggil: -
Penerbit: : .,
Deskripsi Fisik: p. 49-63
Bahasa: English
ISBN/ISSN: -
Klasifikasi: NONE
Tipe Isi: -
Tipe Media: -
Tipe Pembawa: -
Edisi: -
Subjek: VECTOR AUTOREGRESSION
MCMC
MIXTURE MODELS
NETWORK DATA
Info Detail Spesifik: https://doi.org/10.1080/07350015.2022.2143784
Pernyataan Tanggungjawab: Yimeng Ren, Xuening Zhu, Xiaoling Lu, Guanyu Hu

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