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

Keyword Search

Keyword Search Criteria: covariance matrix returned 8 record(s)
Sunday, 08/01/2010
Large Gaussian Covariance Matrix Estimation with Markov Structures
Ming Yuan, Georgia Institute of Technology; Xinwei Deng, University of Wisconsin
4:35 PM

Monday, 08/02/2010
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

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

Second-Order Inference for Nonstationary Time Series
Han Xiao, The University of Chicago; Weibiao Wu, The University of Chicago
10:35 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
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
On Estimation of Large Covariance Matrices
Tony Cai, University of Pennsylvania
8:35 AM

Thursday, 08/05/2010
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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