3 citations · 5 across the 6 of their papers we have counts for
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stat.ME2026
Latent community paths in VAR-type models via dynamic directed spectral co-clustering
Younghoon Kim, Changryong Baek
This paper proposes a dynamic network framework for uncovering latent community paths in high-dimensional VAR-type models. By embedding a degree-corrected stochastic co-blockmodel…
stat.ME2025
Dynamic spectral co-clustering of directed networks to unveil latent community paths in VAR-type models
Younghoon Kim, Changryong Baek
Identifying network Granger causality in large vector autoregressive (VAR) models enhances explanatory power by capturing complex dependencies among variables. This study proposes…