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image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao zbMATH Openarrow_drop_down
image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao
zbMATH Open
Article . 2024
Data sources: zbMATH Open
Statistica Sinica
Article . 2024 . Peer-reviewed
Data sources: Crossref
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Grouped Network Poisson Autoregressive Model

Grouped network Poisson autoregressive model
Authors: Tao, Yuxin; Li, Dong; Niu, Xiaoyue;

Grouped Network Poisson Autoregressive Model

Abstract

Summary: Although multivariate Poisson autoregressive models are popular for fitting count time series data, statistical inferences are quite challenging. The network Poisson autoregressive (NPAR) model reduces the inference complexity by incorporating network information into the dependence structure, where the response of each individual can be explained by its lagged values and the average effect of its neighbors. However, the NPAR model makes the strong assumption that all individuals are homogeneous and share a common autoregressive coefficient. Here, we propose a grouped network Poisson autoregressive (GNPAR) model, in which individuals are classified into groups, using group-specific parameters to describe heterogeneous nodal behaviors. We present the stationarity and ergodicity of the GNPAR model and study the asymptotic properties of the maximum likelihood estimation. We develop an expectation-maximization algorithm to estimate the unknown group labels, and investigate the finite-sample performance of our estimation procedure using simulations. We analyze Chicago Police Investigatory Stop Report data, and find distinct dependence patterns in different neighborhoods of Chicago, which may help with future crime prevention.

Related Organizations
Keywords

Statistics, maximum likelihood estimation, individual heterogeneity, EM algorithm, multivariate Poisson autoregression, network data

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
4
Top 10%
Average
Average
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