4 papers · 1 filter
Bayesian Generalized Network Autoregressive Model with Structured Shrinkage and Persistence Priors
Seongmin Kim, Kyusoon Kim
We propose a Bayesian generalized network autoregressive (BGNAR) model for multivariate time series whose component series are associated with the nodes of a known network. The pro…
Bayesian Estimation of the Eigenstructure in High-Dimensional Approximate Factor Models
Seongmin Kim, Jaeyong Lee
High-dimensional economic datasets often display strong co-movement driven by a small number of latent factors, which are typically modeled using approximate factor models. When th…
Bayesian Node-Level Outlier Detection for Graph Signals
Seongmin Kim, Kyusoon Kim
This paper proposes a fully Bayesian framework for node-level outlier detection in graph signals, where measurements are observed on the nodes of an underlying graph. Unlike tradit…
Bayesian Bootstrap based Gaussian Copula Model for Mixed Data with High Missing Rates
Seongmin Kim, Jeunghun Oh, Hungkuk Ko +2
Missing data is a common issue in various fields such as medicine, social sciences, and natural sciences, and it poses significant challenges for accurate statistical analysis. Alt…