Bayesian Poisson-Randomized Gamma Tensor Factorization with Application to International Trade Flows
贝叶斯泊松随机化伽马张量分解及国际贸易流应用
We study sparse semi-continuous tensor data with excess zeros, heavy right tails, and slice-specific dispersion. Such features arise naturally in monetary-valued multi-way data, such as international trade, where most exporter--importer--product--year cells are zero while positive values are continuous and highly variable. To model these data, we propose a Bayesian hierarchical tensor factorization model that places a low-rank CP structure on a latent Poisson rate tensor and…