arXiv subjects

Kyusoon Kim

Publications and source records attributed to Kyusoon Kim.

6 recordsLinked to original sources

arXiv2026

Bayesian Generalized Network Autoregressive Model with Structured Shrinkage and Persistence Priors

We propose a Bayesian generalized network autoregressive (BGNAR) model for multivariate time series whose component series are associated with the nodes of a known network. The proposed framework combines the parsimonious network structure of the generalized network autoregressive (GNAR) model with structured shrinkage and persistence priors adapted from Bayesian vector autoregressive (BVAR) modeling. We adapt Minnesota-type shrinkage to both own-lag and network-lag coefficients, with prior variances decreasing over temporal lags and, for network effects, neighborhood orders. A hierarchical prior on the own-lag coefficients allows information to be shared across nodes while retaining node-specific heterogeneity. We further adapt the sum-of-coefficients and dummy-initial-observation priors to the GNAR parameterization. Posterior inference is performed using a Gibbs sampler. Simulation studies show that BGNAR can use the same deliberately over-specified temporal and neighborhood structure across datasets without dataset-specific BIC order selection, while maintaining forecasting accuracy comparable to BIC-selected GNAR and outperforming the unrestricted BVAR benchmark in the settings considered. The structured prior regularizes weakly supported coefficients toward zero within this fixed model. Posterior distributions for the dynamic coefficients and posterior predictive distributions for future observations provide direct quantification of parameter and predictive uncertainty. An application to a wind-speed network demonstrates that BGNAR achieves point-forecast performance comparable to GNAR while additionally providing posterior inference on own-lag and network-lag effects and posterior predictive uncertainty.

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arXiv2026

Bayesian Node-Level Outlier Detection for Graph Signals

This paper proposes a fully Bayesian framework for node-level outlier detection in graph signals, where measurements are observed on the nodes of an underlying graph. Unlike traditional outlier detection methods, our approach accounts for the relational dependencies induced by the graph, identifying outliers that disrupt the underlying smoothness. We model the observed signal as a combination of a graph-smooth component, captured via an intrinsic Gaussian Markov random field (IGMRF) prior, and a sparse outlier component modeled by a spike-and-slab prior. A key advantage of the proposed method is its ability to provide principled uncertainty quantification by estimating the posterior probability that each node is an outlier, rather than enforcing a deterministic binary decision. To facilitate posterior inference, we develop an efficient Gibbs sampling algorithm. We demonstrate the effectiveness of the proposed method through simulation studies on various graph structures, as well as a real data analysis of PM2.5 levels in California, exploring their relationship with wildfire occurrences.

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arXiv2026

Graph Canonical Coherence Analysis

We propose graph canonical coherence analysis (gCChA), a novel framework that extends canonical correlation analysis to multivariate graph signals in the graph frequency domain. The proposed method addresses challenges posed by the inherent features of graphs: discreteness, finiteness, and irregularity. It identifies pairs of canonical graph signals that maximize their coherence, enabling the exploration of relationships between two sets of graph signals from a spectral perspective. This framework shows how these relationships change across different structural scales of the graph. We demonstrate the usefulness of this method through applications to economic and energy datasets of G20 countries and the USPS handwritten digit dataset.

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arXiv2024

Principal Component Analysis in the Graph Frequency Domain

We propose a novel principal component analysis in the graph frequency domain for dimension reduction of multivariate data residing on graphs. The proposed method not only effectively reduces the dimensionality of multivariate graph signals, but also provides a closed-form reconstruction of the original data. In addition, we investigate several propositions related to principal components and the reconstruction errors, and introduce a graph spectral envelope that aids in identifying common graph frequencies in multivariate graph signals. We demonstrate the validity of the proposed method through a simulation study and further analyze the boarding and alighting patterns of Seoul Metropolitan Subway passengers using the proposed method.

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arXiv2024

Cross-Spectral Analysis of Bivariate Graph Signals

With the advancements in technology and monitoring tools, we often encounter multivariate graph signals, which can be seen as the realizations of multivariate graph processes, and revealing the relationship between their constituent quantities is one of the important problems. To address this issue, we propose a cross-spectral analysis tool for bivariate graph signals. The main goal of this study is to extend the scope of spectral analysis of graph signals to multivariate graph signals. In this study, we define joint weak stationarity graph processes and introduce graph cross-spectral density and coherence for multivariate graph processes. We propose several estimators for the cross-spectral density and investigate the theoretical properties of the proposed estimators. Furthermore, we demonstrate the effectiveness of the proposed estimators through numerical experiments, including simulation studies and a real data application. Finally, as an interesting extension, we discuss robust spectral analysis of graph signals in the presence of outliers.

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arXiv2024

Absolute average and median treatment effects as causal estimands on metric spaces

We define the notions of absolute average and median treatment effects as causal estimands on general metric spaces such as Riemannian manifolds, propose estimators using stratification, and prove several properties, including strong consistency. In the process, we also demonstrate the strong consistency of the weighted sample Fr\'echet means and geometric medians. Stratification allows these estimators to be utilized beyond the narrow constraints of a completely randomized experiment. After constructing confidence intervals using bootstrapping, we outline how to use the proposed estimates to test Fisher's sharp null hypothesis that the absolute average or median treatment effect is zero. Empirical evidence for the strong consistency of the estimators and the reasonable asymptotic coverage of the confidence intervals is provided through simulations in both randomized experiments and observational study settings. We also apply our methods to real data from an observational study to investigate the causal relationship between Alzheimer's disease and the shape of the corpus callosum, rejecting the aforementioned null hypotheses in cases where conventional Euclidean methods fail to do so. Our proposed methods are more generally applicable than past studies in dealing with general metric spaces.

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