2 citations · 2 across the 5 of their papers we have counts for
6 papers
A Bayesian mixture model for Poisson network autoregression
Elly Hung, Anastasia Mantziou, Gesine Reinert
In this paper, we propose a new Bayesian Poisson network autoregression mixture model (PNARM). Our model combines ideas from the models of Dahl 2008, Ren et al. 2024 and Armillotta…
GDP nowcasting with large-scale inter-industry payment data in real time -- A network approach
Anastasia Mantziou, Kerstin Hotte, Mihai Cucuringu +1
Real-time economic information is essential for policy-making but difficult to obtain. We introduce a granular nowcasting method for macro- and industry-level GDP using a network a…
The GNAR-edge model: A network autoregressive model for networks with time-varying edge weights
Anastasia Mantziou, Mihai Cucuringu, Victor Meirinhos +1
In economic and financial applications, there is often the need for analysing multivariate time series, comprising of time series for a range of quantities. In some applications su…
Nested Dirichlet models for unsupervised attack pattern detection in honeypot data
Francesco Sanna Passino, Anastasia Mantziou, Daniyar Ghani +3
Cyber-systems are under near-constant threat from intrusion attempts. Attacks types vary, but each attempt typically has a specific underlying intent, and the perpetrators are typi…
Bayesian modelling and computation utilising directed cycles in multiple network data
Anastasia Mantziou, Sally Keith, David M. P. Jacoby +2
Modelling multiple network data is crucial for addressing a wide range of applied research questions. However, there are many challenges, both theoretical and computational, to add…
Bayesian model-based clustering for populations of network data
Anastasia Mantziou, Simon Lunagomez, Robin Mitra
There is increasing appetite for analysing populations of network data due to the fast-growing body of applications demanding such methods. While methods exist to provide readily i…