Latent community paths in VAR-type models via dynamic directed spectral co-clustering
通过动态有向谱共聚类识别 VAR 类模型中的潜在社区路径
This paper proposes a dynamic network framework for uncovering latent community paths in high-dimensional VAR-type models. By embedding a degree-corrected stochastic co-blockmodel (ScBM) into the transition matrices of VAR-type systems, we separate sending and receiving roles at the node level and summarize complex directional dependence in an interpretable low-dimensional form. Our method integrates directed spectral co-clustering with eigenvector smoothing to track how…