5 citations · 12 across the 19 of their papers we have counts for
3 papers · 1 filter
Bayesian Markov Switching Tensor Regression for Time-varying Networks
Monica Billio, Roberto Casarin, Matteo Iacopini
We propose a new Bayesian Markov switching regression model for multidimensional arrays (tensors) of binary time series. We assume a zero-inflated logit regression with time-varyin…
Bayesian Dynamic Tensor Regression
Monica Billio, Roberto Casarin, Matteo Iacopini +1
Tensor-valued data are becoming increasingly available in economics and this calls for suitable econometric tools. We propose a new dynamic linear model for tensor-valued response…
Discussion on "Sparse graphs using exchangeable random measures" by F. Caron and E. B. Fox
Roberto Casarin, Matteo Iacopini, Luca Rossini
Discussion on "Sparse graphs using exchangeable random measures" by F. Caron and E. B. Fox. In this discussion we contribute to the analysis of the GGP model as compared to the Erd…