Analyzing Italian Crime Data Using Matrix-Variate Hidden Markov Models
摘要
Hidden Markov models (HMMs) emerge as a powerful tool for examining various time-dependent data structures. Within the context of matrix-variate longitudinal data, the literature has seen notable progress in recent years. In this study, we apply a set of parsimonious matrix-variate HMMs to a dataset that records crime indicators across 106 provinces in Italy. Utilizing the flexibility of HMMs and matrix-variate structure, various states are identified, and the transitions of provinces between these states are examined over time.