Portal nodes screening for large scale social networks
大规模社交网络中的门户节点筛选AI 解读 ↓
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AI 根据所提供的论文材料归类:摘要围绕社交网络自回归、节点影响系数与重要节点筛选展开,直接对应网络与干扰领域。
大规模社交网络中的门户节点筛选AI 解读 ↓
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Network autoregression model (NAM), as a powerful tool to study user social behaviors on large scale social networks, has drawn great attention in recent years. In this paper, we are interested in identifying the influential users (i.e., portal nodes) in a social network under the framework of NAM. Especially, we consider the autoregression model that allows to have a heterogeneous and sparse network effect coefficients. Therefore, the portal nodes take influential powers which are corresponding to the nonzero network effect coefficients. A screening procedure is designed to screen out the portal nodes and the strong screening consistency is established theoretically. A quasi maximum likelihood method is applied to estimate the influential powers. The asymptotic normality of the resulting estimator is established. Further selection procedure is given by taking advantage of the local linear approximation algorithm. Extensive numerical studies are conducted by using a Sina Weibo dataset for illustration purpose.
金融网络动态与持久性的估计:英镑货币市场应用
Summary We propose a novel methodology for dynamic econometric modelling of large financial networks subject to persistence, structural changes and sparsity. We estimate bivariate dynamic Tobit‐type models for each pair of banks, allowing for deterministic or stochastic time‐varying parameters, and then aggregate across all bank pairs. To tackle the high dimensionality of the model, we construct a few lagged variables that efficiently summarize the position of a bank pair in…
Generalized Linear Models.- Linear Models, Vector Spaces, and Residual Likelihood.- An Assessment of Approximate Maximum Likelihood Estimators in Generalized Linear Models.- Scaled Link Functions for Heterogeneous Ordinal Response Data.- Longitudinal Data Analysis.- Software Design for Longitudinal Data Analysis.- Asymptotic Properties of Nonlinear Mized-Effects Models.- Structured Antedependence Models for Longitudinal Data.- Effect of Confounding and Other Misspecification…
利用 Copula 处理空间自回归模型中的内生性
This paper develops a novel, instrument-free semiparametric copula framework for a spatial autoregressive (SAR) model to address endogeneity arising from an endogenous spatial weights matrix, endogenous regressors, or both. Moving beyond conventional Gaussian copulas, we develop a flexible estimator based on the Student’s t copula with an unknown degrees-of-freedom (df) parameter, which nests the Gaussian case and allows the data to determine the presence of tail dependence.…
部分线性空间自回归模型的剖面准最大似然估计
We propose profile quasi-maximum likelihood estimation of spatial autoregressive models that are partially linear. The rate of convergence of the spatial parameter estimator depends on some general features of the spatial weight matrix of the model. The estimators of other finite-dimensional parameters in the model have the regular -rate of convergence and the estimator of the nonparametric component is consistent but with different restrictions on the choice of bandwidth…
含非参数内生效应的空间自回归面板模型估计
This paper proposes a sieve generalized method of moments (GMM) method for the estimation of spatial autoregressive panel data models with nonparametric endogenous effect. The new estimator incorporates both linear moments based on the orthogonality of the exogenous regressors with the model disturbances and quadratic moments based on the properties of idiosyncratic errors. We establish the consistency and asymptotic normality of the sieve GMM estimator and show that it is…
采用非参数空间权重的空间动态面板模型半非参数估计
We develop a semi-nonparametric framework for spatial dynamic panel data (SDPD) models with two-way fixed effects when the spatial interaction structure is unknown beyond a distance measure. This is accomplished by modelling spatial weights in the outcome, lagged-outcome, and disturbance channels as unknown functions of underlying economic distances. These enter the SDPD system through matrix-function operators, providing a unified approach that accommodates both spatial…