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Bayesian Poisson-Randomized Gamma Tensor Factorization with Application to International Trade Flows

Jie Jian, Aaron Schein

arXiv 15 Jun 2026 · Statistics — Methodology

arXiv:2606.17267 · PDF · DOI · OpenAlex · Extracted main text

Abstract

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 couples it with a conditional Gamma model for positive outcomes, with rate parameters that can vary across slices within a mode. The model therefore separates the occurrence and magnitude of positive observations while borrowing strength across all tensor dimensions through a shared low-rank latent structure. To scale posterior inference to large arrays, we develop a hybrid variational--Monte Carlo algorithm that combines efficient coordinate ascent updates with a partially collapsed augmented-data sampler. Applied to approximately 60 million trade flows, the method surfaces multiway dependence across exporters, importers, products, and years that is difficult to recover from gravity-type or pairwise network analyses, which do not jointly model the product and temporal dimensions.

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Most heavily cited references

The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.

ReferenceIntensityMentionsSectionsMain text
1Schein, Aaron and Paisley, John and Blei, David M and Wallach, Hanna (2015) Bayesian Poisson tensor factorization for inferring multilateral relations from sparse dyadic event counts self1.00055100%
2Zhou, Mingyuan (2015) Infinite edge partition models for overlapping community detection and link prediction0.73732100%
3Blei, David M and Kucukelbir, Alp and McAuliffe, Jon D (2017) Variational inference: A review for statisticians0.64422100%
4Cemgil, Ali Taylan (2009) Bayesian inference for nonnegative matrix factorisation models0.64422100%
5Kim, In Song and Liao, Steven and Imai, Kosuke (2020) Measuring Trade Profile with Granular Product-Level Data0.64422100%
6World Integrated Trade Solution (2025) International merchandise trade, tariff and non-tariff measures (NTM) data0.64422100%
7Yuan, Lin and Kalbfleisch, John D (2000) On the Bessel distribution and related problems0.64422100%
8Zhou, Mingyuan and Cong, Yulai and Chen, Bo (2016) Augmentable gamma belief networks0.64422100%
9Gillis, Nicolas (2020) Nonnegative Matrix Factorization0.58531100%
10Trade and Industry Department (2026) Hong Kong–Mainland Trade Relations (Overview/Factsheet)0.5113233%

Showing the top 10 of 60 scored citations.