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stat.ME2025

Bayesian Graphical High-Dimensional Time Series Models for Detecting Structural Changes

Shuvrarghya Ghosh, Arkaprava Roy, Anindya Roy +1

We study the structural changes in multivariate time-series by estimating and comparing stationary graphs for macroeconomic time series before and after an economic crisis such as…

stat.ME2025

Bayesian Inference for High-dimensional Time Series with a Stationary Directed Acyclic Graphical Structure

Arkaprava Roy, Anindya Roy, Subhashis Ghosal

In multivariate time series analysis, understanding the underlying causal relationships among variables is often of interest for various applications. Directed acyclic graphs (DAGs…

stat.ME2025

Relational Graph in Vector Autoregression: A Case Study on the Effect of the Great Recession on Connectivity of Economic Indicators

Arkaprava Roy, Anindya Roy, Subhashis Ghosal

Under a high-dimensional vector autoregressive (VAR) model, we propose a way of efficiently estimating both the stationary graph structure between the nodal time series and their t…

stat.ME2024

Bayesian Learning of Relational Graph in Semiparametric High-dimensional Time Series

Arkaprava Roy, Anindya Roy, Subhashis Ghosal

Time series data arising in many applications nowadays are high-dimensional. A large number of parameters describe features of these time series. We propose a novel approach to mod…

stat.ME2024

Coverage of Credible Sets for Regression under Variable Selection

Samhita Pal, Subhashis Ghosal

We study the asymptotic frequentist coverage of credible sets based on a novel Bayesian approach for a multiple linear regression model under variable selection. We initially ignor…