This is the program for the 2010 Joint Statistical Meetings in Vancouver, British Columbia.

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Keyword Search Criteria: covariance returned 33 record(s)
Sunday, 08/01/2010
Large-Scale Simulation Evaluation for Model Selection: Lasso and Bayesian Derivatives
Alan Burton Lenarcic, Harvard University; Edoardo M. Airoldi, Harvard University; Palak Patel, Harvard University
2:20 PM

On the Predictive Potential of Kernel Principal Components
Andreas Artemiou, Penn State; Bing Li, Penn State
2:35 PM

Modified Robust Covariance Estimator for Generalized Estimating Equations with Improved Small-Sample Properties
Ming Wang, Emory University; Qi Long, Emory University
4:20 PM

Large Gaussian Covariance Matrix Estimation with Markov Structures
Ming Yuan, Georgia Institute of Technology; Xinwei Deng, University of Wisconsin
4:35 PM

Discovering Sparse Covariance Structures with the Isomap
Amy Wagaman, Amherst College; Elizaveta Levina, University of Michigan
5:05 PM

Semiparametric Estimation and Selection for Nonstationary Spatial Covariance Functions
Nan-Jung Hsu, National Tsing-Hua University; Hsin-Cheng Huang, Academia Sinica; Ya-Mei Chang, CSIRO
5:05 PM

Monday, 08/02/2010
Matern Cross-Covariance Functions for Multivariate Random Fields
Tilmann Gneiting, Heidelberg University; William Kleiber, University of Washington; Martin Schlather, University of Goettingen
8:35 AM

A Test for the Equality of Two Covariance Matrices When the Dimension Is Much Larger Than Two Sample Sizes
Jun Li, Iowa State University; Song X. Chen, Iowa State University/Peking University
8:50 AM

Computing a Near Positive Definite Covariance Matrix from a Nonpositive Definite Matrix
Jose H. Guardiola, Texas A&M University; Rachel Larreta, Texas A&M University; Pablo Tarazaga, Texas A&M University; Hassan Elsalloukh, University of Arkansas at Little Rock
8:50 AM

Cross-Covariance Functions for Multivariate Random Fields Based on Latent Dimensions
Marc Genton, Texas A&M University; Tatiyana Apanasovich, Thomas Jefferson University
8:55 AM

Joint Estimation of Multiple Graphical Models
Jian Guo, University of Michigan; Elizaveta Levina, University of Michigan; George Michailidis, University of Michigan; Ji Zhu, University of Michigan
9:15 AM

Sparse Multivariate Regression with Covariance Estimation
Adam Rothman, University of Michigan; Elizaveta Levina, University of Michigan; Ji Zhu, University of Michigan
9:35 AM

Second-Order Inference for Nonstationary Time Series
Han Xiao, The University of Chicago; Weibiao Wu, The University of Chicago
10:35 AM

More on Arc Length Tests for Equivalent Autocovariances
Oscar Ferebee Tunno, Arkansas State University; Colin Gallagher, Clemson University ; Robert Lund, Clemson University
11:20 AM

Multivariate Tobit Analysis of Test-Score Ceiling Effects
Yan Yang, Arizona State University
11:35 AM

Novel Methodologies for Gene Network Interaction Analysis and Network Modeling with Applications to Cancer Research and Cardiovascular Disease
Bala Rajaratnam, Stanford University; Sang-Yun Oh, Stanford University
11:50 AM

Tuesday, 08/03/2010
Impact of Relying on Sample Variance-Covariance Estimate on Prediction Accuracy and Statistical Power of Hypothesis Testing When n << p
Peter H. Hu, Merck & Co., Inc.; Yue Wang, Merck & Co., Inc.; Jared Lunceford, Merck & Co., Inc.


Descriptive Discriminant Analysis for Repeated Measures Data: Effects of Non-Normality on Bias and Error in Discriminant Function Coefficients
Tolulope T. Sajobi, University of Saskatchewan; Lisa M. Lix, University of Saskatchewan; William H. Laverty, University of Saskatchewan; Longhai Li, University of Saskatchewan


Implementation of a New pdMat Class of Variance Covariance Structures for Random Effects in R
Andrzej T. Galecki, University of Michigan; Tomasz Burzykowski, Hasselt University
8:35 AM

Extreme Eigenvalues and Sparse Eigenvectors for Large Covariance Matrices
Iain Johnstone, Stanford University
9:05 AM

Regularized Gaussian Mixture Modeling with Adaptive Covariance Shrinkage
Hyang Min Lee, Penn State; Jia Li, Penn State
9:55 AM

A Metropolis-Hastings--Based Method for Sampling from the G-Wishart Conjugate Prior in Gaussian Graphical Models
Nicholas Mitsakakis, Dalla Lana School of Public Health; Helene Massam, York University; Michael Escobar, Dalla Lana School of Public Health
11:20 AM

Inference About Clustering and Parametric Assumptions in Variance Covariance Estimation
Mikko Packalen, University of Waterloo; Tony Wirjanto, University of Waterloo
11:20 AM

Wednesday, 08/04/2010
Novel Methodologies for Gene Network Interaction Analysis
Sang-Yun Oh, Stanford University; Bala Rajaratnam, Stanford University


On Estimation of Large Covariance Matrices
Tony Cai, University of Pennsylvania
8:35 AM

Problems in Shape-Constrained Function Estimation Involving Correlated Errors
Mary Meyer, Colorado State University
8:55 AM

Online Forecasting and Prediction of Spacio-Temporal Processes with Dynamic Covariance Estimation
Dave Zes, University of California, Los Angeles
11:50 AM

Bayesian Nonparametric Longitudinal Data Analysis with Embedded Autoregressive Structure: Application to Hormone Data
Wesley Johnson, University of California, Irvine; Fernando Quintana, Pontificia Universidad Católica de Chile
2:05 PM

A Class of Covariate-Dependent Covariance Functions for the Analysis of Spatio-Temporal Data
Michele Guindani, University of New Mexico; Brian Reich, North Carolina State University; Jo Eidsvik , Norwegian University of Science and Technology; Alexandra Schmidt, Universidade Federal do Rio de Janeiro; Amy Nail, North Carolina State University
2:50 PM

Thursday, 08/05/2010
Estimating and Testing the Blocked Compound Symmetry Covariance Structure for Doubly Multivariate Data
Anuradha Roy, The University of Texas at San Antonio; Ricardo Leiva, Universidad Nacional de Cuyo
8:35 AM

Inference with Transposable Data: Modeling the Effects of Row and Column Correlations
Genevera I. Allen, Stanford University; Rob Tibshirani, Stanford University
9:15 AM

Selecting Covariance Structures in 3, 4, and 6 Period PK and PD Crossover Trials
Deborah Panebianco, Merck & Co., Inc.; Tom Bradstreet, Merck & Co., Inc.; Andrea Maes, Novartis Pharmaceuticals Corporation; Lata Maganti, Merck & Co., Inc.
9:20 AM

Bayesian Covariance Lasso
Zakaria Khondker, The University of North Carolina at Chapel Hill; Hongtu Zhu, The University of North Carolina at Chapel Hill; Joseph G. Ibrahim, The University of North Carolina at Chapel Hill; Haitao Chu, The University of North Carolina at Chapel Hill
11:35 AM




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