66 citations · 418 across the 61 of their papers we have counts for
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Dynamic factor and VARMA models: equivalent representations, dimension reduction and nonlinear matrix equations
Shankar Bhamidi, Dhruv Patel, Vladas Pipiras
A dynamic factor model with factor series following a VAR model is shown to have a VARMA model representation. Reduced-rank structures are identified for the VAR and VM…
Correlation networks, dynamic factor models and community detection
Shankar Bhamidi, Dhruv Patel, Vladas Pipiras +1
A dynamic factor model with a mixture distribution of the loadings is introduced and studied for multivariate, possibly high-dimensional time series. The correlation matrix of the…
Sampling-based Estimation of In-degree Distribution with Applications to Directed Complex Networks
Nelson Antunes, Shankar Bhamidi, Tianjian Guo +2
The focus of this work is on estimation of the in-degree distribution in directed networks from sampling network nodes or edges. A number of sampling schemes are considered, includ…
Stochastic Weighted Graphs: Flexible Model Specification and Simulation
James D. Wilson, Matthew J. Denny, Shankar Bhamidi +2
In most domains of network analysis researchers consider networks that arise in nature with weighted edges. Such networks are routinely dichotomized in the interest of using availa…