4 papers
A Spatiotemporal Gamma Shot Noise Cox Process
Federico Bassetti, Roberto Casarin, Matteo Iacopini +1
A new discrete-time shot noise Cox process for spatiotemporal data is proposed. The random intensity is driven by a dependent sequence of latent gamma random measures. Some propert…
Media Bias and Polarization through the Lens of a Markov Switching Latent Space Network Model
Roberto Casarin, Antonio Peruzzi, Mark F. J. Steel
News outlets are now more than ever incentivized to provide their audience with slanted news, while the intrinsic homophilic nature of online social media may exacerbate polarized…
First-order integer-valued autoregressive processes with Generalized Katz innovations
Ovielt Baltodano Lopez, Federico Bassetti, Giulia Carallo +1
A new integer--valued autoregressive process (INAR) with Generalised Lagrangian Katz (GLK) innovations is defined. This process family provides a flexible modelling framework for c…
Bayesian Dynamic Quantile Model Averaging
Mauro Bernardi, Roberto Casarin, Bertrand Maillet +1
This article introduces a novel dynamic framework to Bayesian model averaging for time-varying parameter quantile regressions. By employing sequential Markov chain Monte Carlo, we…