6 papers
Linked-Tucker Factorized Individualized Regression for Paired Multivariate Categorical Outcomes
Arkaprava Roy, Jeremy T. Gaskins, Steven Levy +1
We propose a joint individualized hurdle-ordinal regression model for paired zero-inflated ordinal outcomes with subject-specific, spatially varying, and time-varying covariate eff…
Sparse Reduced-rank Regression Methods for Spatially Misaligned Data with Application to Spatial Transcriptomics
Zitian Wu, Susmita Datta, Arkaprava Roy
Understanding the spatiotemporal dynamics of disease progression in relation to transcriptomic profiles provides key insights into complex conditions such as Alzheimer's disease. T…
Detecting Impact of the Great Recession on Macroeconomic Indicators
Shuvrarghya Ghosh, Arkaprava Roy, Anindya Roy +1
We study structural changes in multivariate time series by estimating and comparing stationary graphs of macroeconomic time series before and after an economic crisis, such as the…
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…
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…
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…