Understanding network influence and its determinants are key challenges in political science and network analysis. Traditional latent variable models position actors within a social space based on network dependencies but often do not elucidate the underlying factors driving these interactions. To overcome this limitation, we propose the social influence regression (SIR) model, an extension of vector autoregression tailored for relational data that incorporates exogenous covariates into the estimation of influence patterns. The SIR model captures influence dynamics via a pair of $n \times n$ matrices that quantify how the actions of one actor affect the future actions of another. This framework not only provides a statistical mechanism for explaining actor influence based on observable traits but also improves computational efficiency through an iterative block coordinate descent method. We showcase the SIR model's capabilities by applying it to monthly conflict events between countries, using data from the Integrated Crisis Early Warning System (ICEWS). Our findings demonstrate the SIR model's ability to elucidate complex influence patterns within networks by linking them to specific covariates. This paper's main contributions are: (1) introducing a model that explains third-order dependencies through exogenous covariates and (2) offering an efficient estimation approach that scales effectively with large, complex networks.

Many analyses of multivariate data focus on evaluating the dependence between two sets of variables, rather than the dependence among individual variables within each set. Canonical correlation analysis (CCA) is a classical data analysis technique that estimates parameters describing the dependence between such sets. However, inference procedures based on traditional CCA rely on the assumption that all variables are jointly normally distributed. We present a semiparametric approach to CCA in which the multivariate margins of each variable set may be arbitrary, but the dependence between variable sets is described by a parametric model that provides low-dimensional summaries of dependence. While maximum likelihood estimation in the proposed model is intractable, we propose two estimation strategies: one using a pseudolikelihood for the model and one using a Markov chain Monte Carlo (MCMC) algorithm that provides Bayesian estimates and confidence regions for the between-set dependence parameters. The MCMC algorithm is derived from a multirank likelihood function, which uses only part of the information in the observed data in exchange for being free of assumptions about the multivariate margins. We apply the proposed Bayesian inference procedure to Brazilian climate data and monthly stock returns from the materials and communications market sectors.

Citizen science databases that consist of volunteer-led sampling efforts of species communities are relied on as essential sources of data in ecology. Summarizing such data across counties with frequentist-valid prediction sets for each county provides an interpretable comparison across counties of varying size or composition. As citizen science data often feature unequal sampling efforts across a spatial domain, prediction sets constructed with indirect methods that share information across counties may be used to improve precision. In this article, we present a nonparametric framework to obtain precise prediction sets for a multinomial random sample based on indirect information that maintain frequentist coverage guarantees for each county. We detail a simple algorithm to obtain prediction sets for each county using indirect information where the computation time does not depend on the sample size and scales nicely with the number of species considered. The indirect information may be estimated by a proposed empirical Bayes procedure based on information from auxiliary data. Our approach makes inference for under-sampled counties more precise, while maintaining area-specific frequentist validity for each county. Our method is used to provide a useful description of avian species abundance in North Carolina, USA based on citizen science data from the eBird database.

We explore the information geometry and asymptotic behaviour of estimators for Kronecker-structured covariances, in both growing-n and growing-p scenarios, with a focus towards examining the quadratic form or partial trace estimator proposed by Linton and Tang. It is shown that the partial trace estimator is asymptotically inefficient An explanation for this inefficiency is that the partial trace estimator does not scale sub-blocks of the sample covariance matrix optimally. To correct for this, an asymptotically efficient, rescaled partial trace estimator is proposed. Motivated by this rescaling, we introduce an orthogonal parameterization for the set of Kronecker covariances. High-dimensional consistency results using the partial trace estimator are obtained that demonstrate a blessing of dimensionality. In settings where an array has at least order three, it is shown that as the array dimensions jointly increase, it is possible to consistently estimate the Kronecker covariance matrix, even when the sample size is one.

Due to their parsimony, separable covariance models have been popular in modeling matrix-variate data. However, the inference from such a model may be misleading if the population covariance matrix $Σ$ is actually non-separable, motivating the use of statistical tests of separability. Likelihood ratio tests have tractable null distributions and good power when the sample size $n$ is larger than the number of variables $p$, but are not well-defined otherwise. Other existing separability tests for the $p>n$ case have low power for small sample sizes, and have null distributions that depend on unknown parameters, preventing exact error rate control. To address these issues, we propose novel invariant tests leveraging the core covariance matrix, a complementary notion to a separable covariance matrix. We show that testing separability of $Σ$ is equivalent to testing sphericity of its core component. With this insight, we construct test statistics that are well-defined in high-dimensional settings and have distributions that are invariant under the null hypothesis of separability, allowing for exact simulation of null distributions. We study asymptotic null distributions and prove consistency of our tests in a $p/n\rightarrowγ\in(0,\infty)$ asymptotic regime. The large power of our proposed tests relative to existing procedures is demonstrated numerically.

Multi-group covariance estimation for matrix-variate data with small within group sample sizes is a key part of many data analysis tasks in modern applications. To obtain accurate group-specific covariance estimates, shrinkage estimation methods which shrink an unstructured, group-specific covariance either across groups towards a pooled covariance or within each group towards a Kronecker structure have been developed. However, in many applications, it is unclear which approach will result in more accurate covariance estimates. In this article, we present a hierarchical prior distribution which flexibly allows for both types of shrinkage. The prior linearly combines shrinkage across groups towards a shared pooled covariance and shrinkage within groups towards a group-specific Kronecker covariance. We illustrate the utility of the proposed prior in speech recognition and an analysis of chemical exposure data.

Directional relational event data, such as email data, often contain unicast messages (i.e., messages of one sender towards one receiver) and multicast messages (i.e., messages of one sender towards multiple receivers). The Enron email data that is the focus in this paper consists of 31% multicast messages. Multicast messages contain important information about the roles of actors in the network, which is needed for better understanding social interaction dynamics. In this paper a multiplicative latent factor model is proposed to analyze such relational data. For a given message, all potential receiver actors are placed on a suitability scale, and the actors are included in the receiver set whose suitability score exceeds a threshold value. Unobserved heterogeneity in the social interaction behavior is captured using a multiplicative latent factor structure with latent variables for actors (which differ for actors as senders and receivers) and latent variables for individual messages. A Bayesian computational algorithm, which relies on Gibbs sampling, is proposed for model fitting. Model assessment is done using posterior predictive checks. Based on our analyses of the Enron email data, a mc-amen model with a 2 dimensional latent variable can accurately capture the empirical distribution of the cardinality of the receiver set and the composition of the receiver sets for commonly observed messages. Moreover the results show that actors have a comparable (but not identical) role as a sender and as a receiver in the network.

Existing inferential methods for small area data involve a trade-off between maintaining area-level frequentist coverage rates and improving inferential precision via the incorporation of indirect information. In this article, we propose a method to obtain an area-level prediction region for a future observation which mitigates this trade-off. The proposed method takes a conformal prediction approach in which the conformity measure is the posterior predictive density of a working model that incorporates indirect information. The resulting prediction region has guaranteed frequentist coverage regardless of the working model, and, if the working model assumptions are accurate, the region has minimum expected volume compared to other regions with the same coverage rate. When constructed under a normal working model, we prove such a prediction region is an interval and construct an efficient algorithm to obtain the exact interval. We illustrate the performance of our method through simulation studies and an application to EPA radon survey data.

Spatial models for areal data are often constructed such that all pairs of adjacent regions are assumed to have near-identical spatial autocorrelation. In practice, data can exhibit dependence structures more complicated than can be represented under this assumption. In this article, we develop a new model for spatially correlated data observed on graphs, which can flexibly represented many types of spatial dependence patterns while retaining aspects of the original graph geometry. Our method implies an embedding of the graph into Euclidean space wherein covariance can be modeled using traditional covariance functions, such as those from the Mat & eacute;rn family. We parameterize our model using a class of graph metrics compatible with such covariance functions, and which characterize distance in terms of network flow, a property useful for understanding proximity in many ecological settings. By estimating the parameters underlying these metrics, we recover the "intrinsic distances" between graph nodes, which assist in the interpretation of the estimated covariance and allow us to better understand the relationship between the observed process and spatial domain. We compare our model to existing methods for spatially dependent graph data, primarily conditional autoregressive models and their variants, and illustrate advantages of our method over traditional approaches. We fit our model to bird abundance data for several species in North Carolina, and show how it provides insight into the interactions between species-specific spatial distributions and geography.

A separable covariance model can describe the among-row and among-column correlations of a random matrix and permits likelihood-based inference with a very small sample size. However, if the assumption of separability is not met, data analysis with a separable model may misrepresent important dependence patterns in the data. As a compromise between separable and unstructured covariance estimation, we decompose a covariance matrix into a separable component and a complementary 'core' covariance matrix. This decomposition defines a new covariance matrix decomposition that makes use of the parsimony and interpretability of a separable covariance model, yet fully describes covariance matrices that are non-separable. This decomposition motivates a new type of shrinkage estimator, obtained by appropriately shrinking the core of the sample covariance matrix, that adapts to the degree of separability of the population covariance matrix.

In many regression settings the unknown coefficients may have some known structure, for instance they may be ordered in space or correspond to a vectorized matrix or tensor. At the same time, the unknown coefficients may be sparse, with many nearly or exactly equal to zero. However, many commonly used priors and corresponding penalties for coefficients do not encourage simultaneously structured and sparse estimates. In this article we develop structured shrinkage priors that generalize multivariate normal, Laplace, exponential power and normal-gamma priors. These priors allow the regression coefficients to be correlated a priori without sacrificing elementwise sparsity or shrinkage. The primary challenges in working with these structured shrinkage priors are computational, as the corresponding penalties are intractable integrals and the full conditional distributions that are needed to approximate the posterior mode or simulate from the posterior distribution may be nonstandard. We overcome these issues using a flexible elliptical slice sampling procedure, and demonstrate that these priors can be used to introduce structure while preserving sparsity. Supplementary materials for this article are available online.

Motivated by applications to water quality monitoring using fluorescence spectroscopy, we develop the source apportionment model for high dimensional profiles of dissolved organic matter (DOM). We describe simple methods to estimate the parameters of a linear source apportionment model, and show how the estimates are related to those of ordinary and generalized least squares. Using this least squares framework, we analyze the variability of the estimates, and we propose predictors for missing elements of a DOM profile. We demonstrate the practical utility of our results on fluorescence spectroscopy data collected from the Neuse River in North Carolina.

The Fréchet mean generalizes the concept of a mean to a metric space setting. In this work we consider equivariant estimation of Fréchet means for parametric models on metric spaces that are Riemannian manifolds. The geometry and symmetry of such a space is encoded by its isometry group. Estimators that are equivariant under the isometry group take into account the symmetry of the metric space. For some models there exists an optimal equivariant estimator, which necessarily will perform as well or better than other common equivariant estimators, such as the maximum likelihood estimator or the sample Fréchet mean. We derive the general form of this minimum risk equivariant estimator and in a few cases provide explicit expressions for it. In other models the isometry group is not large enough relative to the parametric family of distributions for there to exist a minimum risk equivariant estimator. In such cases, we introduce an adaptive equivariant estimator that uses the data to select a submodel for which there is an MRE. Simulations results show that the adaptive equivariant estimator performs favorably relative to alternative estimators.

Source identification of dissolved organicmatter (DOM)in surface waters using fluorescence is achieved using a simple andrapid linear regression method. Dissolved organic matter (DOM) isan important component of thebiogeochemistry and ecosystem function of streams and rivers. Unlikeinorganic nitrogen nutrients, organic nitrogen (DON) nutrients canvary considerably depending on the contributions of various sources.The properties of DOM in natural waters have been measured using fluorescencespectroscopy, which is inexpensive compared to more sophisticatedchemical analysis and is fast enough to enable its use in routinewater quality monitoring. However, estimating the contributions ofDOM sources to surface waters from fluorescence data in a similarlyefficient manner remains an area of active research. In this study,we develop a simple linear regression method for estimating the relativeamounts of DOM sources in a stream or river sample. The regressionestimates are more accurate than those of previous approaches andare orders of magnitude faster to compute. Codes and data to implementthe method are provided for a variety of computing environments tofacilitate use for water quality and research applications.

In multigroup data settings with small within-group sample sizes, standard $F$-tests of group-specific linear hypotheses can have low power, particularly if the within-group sample sizes are not large relative to the number of explanatory variables. To remedy this situation, in this article we derive alternative test statistics based on information-sharing across groups. Each group-specific test has potentially much larger power than the standard $F$-test, while still exactly maintaining a target type I error rate if the hypothesis for the group is true. The proposed test for a given group uses a statistic that has optimal marginal power under a prior distribution derived from the data of the other groups. This statistic approaches the usual $F$-statistic as the prior distribution becomes more diffuse, but approaches a limiting "cone" test statistic as the prior distribution becomes extremely concentrated. We compare the power and $p$-values of the cone test to that of the $F$-test in some high-dimensional asymptotic scenarios. An analysis of educational outcome data is provided, demonstrating empirically that the proposed test is more powerful than the $F$-test.

The Frechet mean is a useful description of location for a probability distribution on a metric space that is not necessarily a vector space. This article considers simultaneous estimation of multiple Frechet means from a decision-theoretic perspective, and in particular, the extent to which the unbiased estimator of a Frechet mean can be dominated by a generalization of the James-Stein shrinkage estimator. It is shown that if the metric space satisfies a non-positive curvature condition, then this generalized James-Stein estimator asymptotically dominates the unbiased estimator as the dimension of the space grows. These results hold for a large class of distributions on a variety of spaces - including Hilbert spaces - and therefore partially extend known results on the applicability of the James-Stein estimator to non-normal distributions on Euclidean spaces. Simulation studies on metric trees and symmetric-positive-definite matrices are presented, numerically demonstrating the efficacy of this generalized James-Stein estimator.

This note is an invited discussion of the article “Confidence Intervals for Nonparametric Empirical Bayes Analysis” by Ignatiadis and Wager. In this discussion, I review some goals of empirical Bayes data analysis and the contribution of Ignatiadis and Wager. Differences between across-group inference and group-specific inference are discussed. Standard empirical Bayes interval procedures focus on controlling the across-group average coverage rate. However, if group-specific inferences are of primary interest, confidence intervals with group-specific coverage control may be preferable.

Spatial data can exhibit dependence structures more complicated than can be represented using models that rely on the traditional assumptions of stationarity and isotropy. Several statistical methods have been developed to relax these assumptions. One in particular, the "spatial deformation approach" defines a transformation from the geographic space in which data are observed, to a latent space in which stationarity and isotropy are assumed to hold. Taking inspiration from this class of models, we develop a new model for spatially dependent data observed on graphs. Our method implies an embedding of the graph into Euclidean space wherein the covariance can be modeled using traditional covariance functions such as those from the Matérn family. This is done via a class of graph metrics compatible with such covariance functions. By estimating the edge weights which underlie these metrics, we can recover the "intrinsic distance" between nodes of a graph. We compare our model to existing methods for spatially dependent graph data, primarily conditional autoregressive (CAR) models and their variants and illustrate the advantages our approach has over traditional methods. We fit our model and competitors to bird abundance data for several species in North Carolina. We find that our model fits the data best, and provides insight into the interaction between species-specific spatial distributions and geography.