arXiv subjects

Chaojun Li

Publications and source records attributed to Chaojun Li.

3 recordsLinked to original sources

arXiv2026

MLP-Enhanced Nonnegative Tensor RESCAL Decomposition for Dynamic Community Detection

Dynamic community detection plays a crucial role in understanding the temporal evolution of community structures in complex networks. Existing methods based on nonnegative tensor RESCAL decomposition typically require the decomposition rank to equal the number of communities, which limits model flexibility. This paper proposes an improved MLP-enhanced nonnegative tensor decomposition model (MLP-NTD) that incorporates a multilayer perceptron (MLP) after RESCAL decomposition for community mapping, thereby decoupling the decomposition rank from the number of communities. The framework optimizes model parameters through a reconstruction loss function, which preserves the ability to capture dynamic community evolution while significantly improving the accuracy and robustness of community partitioning. Experimental results on multiple real-world dynamic network datasets demonstrate that MLP-NTD outperforms state-of-the-art methods in terms of modularity, validating the effectiveness of the proposed approach.

cs.SI↗

arXiv2022

Recursive Score and Hessian Computation in Regime-Switching Models

This study proposes a recursive and easy-to-implement algorithm to compute the score and Hessian matrix in general regime-switching models. We use simulation to compare the asymptotic variance estimates constructed from the Hessian matrix and the outer product of the score. The results favor the latter.

econ.EM↗

arXiv2020

Asymptotic Properties of the Maximum Likelihood Estimator in Regime-Switching Models with Time-Varying Transition Probabilities

We prove the asymptotic properties of the maximum likelihood estimator (MLE) in time-varying transition probability (TVTP) regime-switching models. This class of models extends the constant regime transition probability in Markov-switching models to a time-varying probability by including information from observations. An important feature in this proof is the mixing rate of the regime process conditional on the observations, which is time varying owing to the time-varying transition probabilities. Consistency and asymptotic normality follow from the almost deterministic geometrically decaying bound of the mixing rate. The assumptions are verified in regime-switching autoregressive models with widely-applied TVTP specifications. A simulation study examines the finite-sample distributions of the MLE and compares the estimates of the asymptotic variance constructed from the Hessian matrix and the outer product of the score. The simulation results favour the latter. As an empirical example, we compare three leading economic indicators in terms of describing U.S. industrial production.

econ.EM↗