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stat.ME2026
Reduced-Rank Network Autoregression with Grouped Edge Effects
Qi Lyu, Xiaoyu Zhang, Guodong Li +1
We propose the Edge-Grouped Reduced-Rank Network Autoregressive model (Edge-Grouped RRNAR) for multivariate time series observed over a network. The model allows transmission effec…
stat.ME2025
TERRA: A Transformer-Enabled Recursive R-learner for Longitudinal Heterogeneous Treatment Effect Estimation
Lei Shi, Sizhu Lu, Qiuran Lyu +2
Accurately estimating heterogeneous treatment effects (HTE) in longitudinal settings is essential for personalized decision-making across healthcare, public policy, education, and…