4 papers
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…
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…
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…