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…
Generalized Poisson Dynamic Network Models
Giulia Carallo, Roberto Casarin, Antonio Peruzzi
Count-weighted temporal networks often exhibit unequal dispersion in the edge weights, which cannot be fully explained by modelling observational heterogeneity through latent facto…
A Bayesian Dynamic Latent Space Model for Weighted Networks
Roberto Casarin, Matteo Iacopini, Antonio Peruzzi
A new dynamic latent space eigenmodel (LSM) is proposed for weighted temporal networks. The model accommodates integer-valued weights, excess of zeros, time-varying node positions…
Bayesian Outlier Detection for Matrix-variate Models
Monica Billio, Roberto Casarin, Fausto Corradin +1
Anomalies in economic and financial data -- often linked to rare yet impactful events -- are of theoretical interest, but can also severely distort inference. Although outlier-robu…