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Sessions Were Renumbered as of May 19.
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CC-W = McCormick Place Convention Center, West Building, CC-N = McCormick Place Convention Center, North Building
H = Hilton Chicago, UC= Conference Chicago at University Center
* = applied session ! = JSM meeting theme
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Keyword Search Criteria: Covariance returned 49 record(s)
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Sunday, 07/31/2016
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Estimating Longitudinal Covariance Structure in Functional Mapping of Quantitative Trait Loci
Ashwini Maurya, Michigan State University
2:35 PM
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Determining the Number of Components in a Generalized Spiked Population Model
Hyo Young Choi
2:35 PM
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Analyzing MCMC Output
Dootika Vats, University of Minnesota - Twin Cities; James Flegal, University of California at Riverside; Galin Jones, University of Minnesota - Twin Cities
4:05 PM
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A Multiresolution Model for Activation and Connectivity in fMRI Data with Functional Estimation of the Haemodynamic Response
Stefano Castruccio, Newcastle University; Hernando Ombao, University of California at Irvine; Thomas Theussl, King Abdullah University of Science and Technology; Marc Genton, KAUST
4:55 PM
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Computational Instability of Inverse of Spatial Covariance Matrices
Chae Young Lim, Seoul National University; Wei-Ying Wu, National Dong Hwa University; Chien-Hung Chen, National Dong Hwa University
5:05 PM
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A Convex Framework for High-Dimensional Sparse Cholesky Selection with Convergence Guarantees
Syed Rahman, University of Florida; Kshitij Khare, University of Florida
5:05 PM
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A Low-Rank Covariance Estimation Methodology for Understanding Brain Connectivity
Siddhartha Nandy, Michigan State University; Chae Young Lim, Seoul National University; Tapabrata Maiti, Michigan State University
5:25 PM
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Monday, 08/01/2016
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Testing the Sphericity of a Covariance Matrix When the Dimension Is Much Larger Than the Sample Size
Zeng Li, The University of Hong Kong
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Measuring and Testing Mutual Multivariate Independence Based on Distance Covariance
Ze Jin, Cornell University; David Matteson, Cornell University
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What Can Be Learned from the Graphical Lasso? Generalizations of the Gaussian Assumption
Po-Ling Loh, University of Pennsylvania
8:35 AM
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Fast Covariance Estimation for Sparse Functional Data
Cai Li, North Carolina State University; Luo Xiao, North Carolina State University; William Checkley, The Johns Hopkins University; Ciprian Crainiceanu, The Johns Hopkins University
8:35 AM
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Sequential Multiple Testing for Variable Selection in High-Dimensional Linear Model
Xinping Cui, University of California at Riverside; Hailu Chen, University of California at Riverside
8:35 AM
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Measuring and Testing Mutual Multivariate Independence Based on Distance Covariance
Ze Jin, Cornell University; David Matteson, Cornell University
8:50 AM
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Testing the Sphericity of a Covariance Matrix When the Dimension Is Much Larger Than the Sample Size
Zeng Li, The University of Hong Kong
8:55 AM
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Modeling and Inference for Multivariate Count Time Series
Konstantinos Fokianos, University of Cyprus; Paul Doukhan, University Cergy-Pontoise; Bard Stove, University of Bergen; Dag Tjostheim, University of Bergen
9:00 AM
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Regression-Based Covariance Functions for Nonstationary Spatial Modeling
Mark Risser, Lawrence Berkeley National Laboratory
9:15 AM
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A Two-Sample Test for High-Dimensional Covariance Matrices via Sparse Principal Component Analysis
Lingxue Zhu, Carnegie Mellon University; Jing Lei, Carnegie Mellon University; Bernie Devlin, University of Pittsburgh School of Medicine; Kathryn Roeder, Carnegie Mellon University
10:35 AM
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Order-Averaged Cholesky-GARCH Models: Comparison of Asset Ordination Methods
Xiaoning Kang, Virginia Tech; Xinwei Deng, Virginia Tech; Kam Tsui, University of Wisconsin - Madison; Mohsen Pourahmadi, Texas A&M University
10:50 AM
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On the Inference of the Spikes for the High-Dimensional Covariance Matrix Based on High-Frequency Data
Keren Shen; JIANFENG YAO, The University of Hong Kong; Wai Keung Li, The University of Hong Kong
11:05 AM
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Testing High-Dimensional Differential Matrices, with Applications to Detecting Schizophrenia Genes
Kathryn Roeder, Carnegie Mellon University; Lingxue Zhu, Carnegie Mellon University; Jing Lei, Carnegie Mellon University
11:25 AM
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Testing Mutual Independence in High Dimension via Distance Covariance
SHUN YAO, University of Illinois at Urbana-Champaign; Xianyang Zhang, Texas A&M University; Xiaofeng Shao, University of Illinois at Urbana-Champaign
11:35 AM
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Global Nonstationary Spatial Covariance Through Deformations and Geographical Indicators
Jaehong Jeong, King Abdullah University of Science and Technology; Marc Genton, KAUST
12:05 PM
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A Prior for Time-Varying Covariance Matrices
Georgios Papageorgiou, University of London
2:05 PM
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Brownian Motion Tree Models: Theory and Applications
Caroline Uhler, MIT
2:45 PM
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Estimated Covariance Matrices Associated with Calibration
Luca Sartore, National Institute of Statistical Sciences; Kelly Toppin, USDA/NASS; Clifford Spiegelman, Texas A&M University
3:05 PM
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Tuesday, 08/02/2016
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Constrained Canonical Covariance Analysis by Using Tucker2 Model
Jun Tsuchida, Doshisha University; Hiroshi Yadohisa, Doshisha University
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An Estimation of the Variogram of Temperature Anomalies on the Earth
Jacob Shields; Chunfeng Huang, Indiana University; Scott Robeson, Indiana University
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Modern Projection Pursuit Ellipse for High-Dimensional Data
Jang Ik Cho, Case Western Reserve University; Xiaoyan Wei, Case Western Reserve University; Jiayang Sun, Case Western Reserve University
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Bayesian Covariance Analysis of Geographical Variation in Medicare Service Use
Alan M. Zaslavsky, Harvard Medical School; James O'Malley, Geisel School of Medicine at Dartmouth; Bruce E. Landon, Harvard Medical School
9:05 AM
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A Neighborhood-Assisted Test for High-Dimensional Mean Vector
Yumou Qiu, University of Nebraska - Lincoln
9:55 AM
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Modern Projection Pursuit Ellipse for High-Dimensional Data
Jang Ik Cho, Case Western Reserve University; Xiaoyan Wei, Case Western Reserve University; Jiayang Sun, Case Western Reserve University
10:40 AM
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Wednesday, 08/03/2016
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RESTRICTED TWO-SCALES COVARIANCE AND RISK CORRECTION IN THE CONTEXT OF HIGH-FREQUENCY FINANCIAL TRADING
Cyrille Nzouda, University of Nebraska - Lincoln; Shunpu Zhang, University of Central Florida; Kent Eskridge, University of Nebraska - Lincoln
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Variable Selection and Direction Estimation for Single-Index Models via DC-TGDR Method
Xi Liu, Xiamen University; Shuangge Ma, Yale University; Wei Zhong, Xiamen University
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Quantifying Functional Connectivity with Data-Adaptive Covariance Matrices for Multivariate Functional Data
Alexander Petersen, University of California at Davis; Hans-Georg Mueller, University of California at Davis
8:55 AM
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Restricted Maximum Likelihood Approaches for Linear Mixed Models: AREML and BREML
Erning Li, University of Iowa; Dale Zimmerman, University of Iowa
9:05 AM
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Nonparametric Estimation of Stationary Covariance Functions
Li Wang, Iowa State University; Jiangyan Wang, Soochow University; Guanqun Cao, Auburn University
9:35 AM
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Patient-Specific Prediction of Abdominal Aortic Aneurysm Expansion Using Bayesian Calibration
Liangliang Zhang, Michigan State University; Tapabrata Maiti, Michigan State University; Chae Young Lim, Seoul National University; Jongeun Choi, Michigan State University; Seungik Baek, Michigan State University
10:50 AM
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Temperatures in Transient Climates: Improved Methods for Simulations with Evolving Temporal Covariances
Andrew Poppick, The University of Chicago; David McInerney, University of Adelaide; Elisabeth Moyer, The University of Chicago; Michael Stein, The University of Chicago
11:15 AM
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A Dirichlet Process Functional Approach to Heteroscedastic-Consistent Covariance Estimation and Sensitivity Analysis of Causal Effects
George Karabatsos, University of Illinois at Chicago
2:25 PM
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Covariance-Insured Screening Methods for Ultrahigh-Dimensional Variable Selection
Yi Li, University of Michigan; Ji Zhu, University of Michigan; Jiashun Jin, Carnegie Mellon University; Kevin He, University of Michigan; Yanming Li, University of Michigan
2:30 PM
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Bootstrapping Spectral Statistics in High Dimensions
Miles Lopes, University of California at Davis
2:55 PM
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Robust Covariance Estimation for Approximate Factor Models
Jianqing Fan, Princeton; Weichen Wang, Princeton; Yiqiao Zhong, Princeton
2:55 PM
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Determining the Nesting Structure for Hierarchical Models Fitted to Education Data
Ulrike Genschel, Iowa State University; Jillian Downey, Iowa State University; Mark Kaiser, Iowa State University
3:05 PM
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Thursday, 08/04/2016
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Asymptotic Analysis of Covariance Parameter Estimation for Gaussian Processes in the Misspecified Case
Francois Bachoc, University Paul Sabatier
8:50 AM
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Approximations to Permutation Tests of Independence Between Random Vectors
Martin Bilodeau; Aurelien Guetsop, Université de Montréal
10:35 AM
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High-Dimensional Multivariate Repeated Measures Analysis with Unequal Covariance Matrices
Xiaoli Kong, University of Kentucky; Solomon W. Harrar, University of Kentucky
10:50 AM
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Spectral Inverted-Wishart: A Flexible Cross-Covariance Function for Multivariate Spatio-Temporal Data
Leo Duan, Duke University; Rhonda Szczesniak, Cincinnati Children's Hospital; Xia Wang, University of Cincinnati
11:05 AM
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Robust Cluster-Based Estimators of Mean Vector and Covariance Matrix
Michael Pokojovy, Karlsruhe Institute of Technology; J. Marcus Jobe, Miami University of Ohio (Retired)
11:20 AM
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A Factor Analysis Model for Estimating the Structure of Related Covariance Matrices
Teal Guidici; George Michailidis, University of Florida
11:35 AM
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