4 papers
Flexible latent variable models on graphs: Laplace approximated inference for multiview network data
Anna van Es, Eva Cantoni, Davide La Vecchia
We propose a novel and flexible nonlinear approach for dimensionality reduction of large-scale multiview network data and derive its theory. The (linear) predictor incorporates obs…
GLAMLE: inference for multiview network data in the presence of latent variables, with application to commodities trading
Chaonan Jiang, Davide La Vecchia, Riccardo Rastelli
The statistical analysis of import/export data is helpful to understand the mechanism that determines exchanges in an economic network. The probability of having a commercial relat…
Saddlepoint approximations for spatial panel data models
Chaonan Jiang, Davide La Vecchia, Elvezio Ronchetti +1
We develop new higher-order asymptotic techniques for the Gaussian maximum likelihood estimator in a spatial panel data model, with fixed effects, time-varying covariates, and spat…
A Higher-Order Correct Fast Moving-Average Bootstrap for Dependent Data
Davide La Vecchia, Alban Moor, Olivier Scaillet
We develop and implement a novel fast bootstrap for dependent data. Our scheme is based on the i.i.d. resampling of the smoothed moment indicators. We characterize the class of par…