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stat.ME2026
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…
stat.ME2026
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…
stat.ME2026
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…