Keyword Search
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CC = Baltimore Convention Center, H = Hilton Baltimore
* = applied session ! = JSM meeting theme
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Keyword Search Criteria: covariance returned 48 record(s)
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Sunday, 07/30/2017
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Distributed Statistical Estimation and Rates of Convergence in Normal Approximation
Stanislav Minsker, University of Southern California
3:05 PM
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Robust High-Dimensional Volatility Matrix Estimation for High-Frequency Factor Model
Jianqing Fan, Princeton University; Donggyu Kim, Princeton University
4:05 PM
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Sparse Covariance Estimation via Concentration Inequalities
Adam Kashlak, Univ of Cambridge; Linglong Kong, University of Alberta
5:05 PM
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Testing and Scoring High-dimensional Covariance Matrices When Heteroscedasticity is Present
Xinghua Zheng, HKUST; Xinxin Yang, HKUST; Jiaqi Chen, Harbin Institute of Technology; Hua Li, Chang Chun University
5:20 PM
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Monday, 07/31/2017
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Selecting Classification Types for Time-Dependent Covariates to Improve the Marginal Analysis of Longitudinal Data
I-Chen Chen, University of Kentucky; Philip M. Westgate, University of Kentucky
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Longitudinally Measured Predictors: Approaches for Sufficient Dimension Reduction
Efstathia Bura, TU Wien; Liliana Forzani, Universidad Nacional del Litoral; Ruth Pfeiffer , National Cancer Institute, NIH, HHS
8:35 AM
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Nonseparable Gaussian Stochastic Process: a Unified View and Computational Strategy
Mengyang Gu, Johns Hopkins University; Yanxun Xu, Johns Hopkins University; Barbara Engelhardt, Princeton University
10:35 AM
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Selecting Classification Types for Time-Dependent Covariates to Improve the Marginal Analysis of Longitudinal Data
I-Chen Chen, University of Kentucky; Philip M. Westgate, University of Kentucky
10:40 AM
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Nonparametric Covariance Estimation for Longitudinal Data via Tensor Product Smoothing
Tayler Blake, Information Control Company; Yoonkyung Lee, The Ohio State University
10:50 AM
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Bootstrapping Spectral Statistics in High Dimensions
Miles Lopes, UC Davis; Alexander Aue, University of California, Davis; Andrew Blandino, UC Davis
11:05 AM
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Learning Causal Networks via Additive Faithfulness
Kuang-Yao Lee, Yale University; Tianqi Liu, Yale University; Bing Li, Pennsylvania State University; Hongyu Zhao, Yale University
11:15 AM
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Integrating Imaging and Genetic Data for Understanding Neuropsychological Disorders
Heping Zhang, Yale University School of Public Health; Canhong Wen, Sun Yat-Sen University; Chintan Mehta, Yale University
11:25 AM
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Efficient Sparse Estimate of Sufficient Dimension Reduction in High Dimension
Wenhui Sheng; Xin Chen, National University of Singapore; Xiangrong Yin, University of Kentucky
11:35 AM
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A Factor Analysis Approach for Modeling the Structure of Time-Series Covariance Matrices
Teal Guidici; George Michailidis, University of Florida
2:35 PM
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Bayesian Semiparametric Covariance Function Estimation for Stationary Gaussian Processes by Overwhelming Force
John Ensley
2:35 PM
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Variable Selection for High-Dimensional Spatial Regression Models
Abolfazl Safikhani, Columbia University; Tapabrata Maiti, Michigan State University; Chae Young Lim , Seoul National University
2:50 PM
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Modeling Heterogeneous Variance-Covariance Components in Two-Level Models
George Leckie, University of Bristol; Robert French, University of Bristol; Chris Charlton, University of Bristol; William Browne, University of Bristol
2:55 PM
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Impact of Misspecified Covariance Structure on the Parameter Estimates in a Shared Spatial Frailty Model
Cindy Feng, University of Saskatchewan
3:25 PM
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Tuesday, 08/01/2017
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Permutation Based Testing on Covariance Separability
Seongoh Park; Johan Lim, Seoul National University; Xinlei Wang, Southern Methodist University; Sanghan Lee, Nathan Kline Institute for Psychiatric Research, Orangeburg, NY, USA
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Multivariate Generalized Linear Mixed Model with Common Random Effects
Ding Xiang, University of Minnesota; Galin Jones, University of Minnesota
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Minimax Estimation of Large Precision Matrices with Bandable Cholesky Factor
Yu Liu, University of Pittsburgh; Zhao Ren, University of Pittsburg
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Dynamic Posterior Exploration for Simultaneous Variable and Covariance Selection with Spike and Slab Priors
Sameer Kirtikumar Deshpande, The Wharton School; Veronika Rockova, University of Chicago; Edward I. George, Wharton, University of Pennsylvania
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High-Dimensional Discriminant Analysis Using Singular Wishart Distribution
Samprit Banerjee, Weill Medicine College of Cornell University; Stefano Monni, American University of Beirut, Lebanon
8:35 AM
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Distance Metrics for Measuring Joint Dependence with Application to Causal Discovery
Shubhadeep Chakraborty, Texas A & M University; Xianyang Zhang, Texas A&M University
9:35 AM
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On Testing Goodness-of-Fit of AR(P) Model Through the Serial Dependence of the Residual Process
Phyllis Wan, Columbia University; Richard A. Davis, Columbia University; Muneya Matsui, Nanzan University; Thomas Mikosch, University of Copenhagen
11:20 AM
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Multiple Testing with Close to Equally Correlated Correlation Structure
Boris Zaslavsky, FDA/CBER
11:35 AM
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The Gini Autocovariance Function Applied to Heavy Tailed Linear Time Series
Marcel Carcea, Western New England University; Robert Serfling, University of Texas at Dallas
11:35 AM
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A Simple and Adaptive Two-Sample Test in High Dimensions
Jin-Ting Zhang, National University of Singapore; Jin Guo, National University of Singapore; Bu Zhou, National University of Singapore; Ming-Yen Cheng, National Taiwan University
11:50 AM
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Dynamic Posterior Exploration for Simultaneous Variable and Covariance Selection with Spike and Slab Priors
Sameer Kirtikumar Deshpande, The Wharton School; Veronika Rockova, University of Chicago; Edward I. George, Wharton, University of Pennsylvania
11:55 AM
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Addressing 'Consistent but Fragile:' New Tools for Robust Covariance Matrix Estimation and Outlier Identification
Randal Verbrugge, Federal Reserve Bank of Cleveland; Christian Garciga, Federal Reserve Bank of Cleveland
2:35 PM
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On Structure Testing for Component Covariance Matrices of a High-Dimensional Mixture
Jianfeng YAO, The University of Hong Kong; Weiming Li, Shanghai University of Finance and Economics
2:55 PM
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Wednesday, 08/02/2017
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A Significant Test for the Number of Orthogonal Components
Zhiyang Zhou, Simon Fraser University; Richard Lockhart, Simon Fraser University
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A Class of Nonseparable and Nonstationary Covariance Functions for Multi-Ouput Gaussian Process
Pulong Ma, Department of Mathematical Sciences, University of Cincinnati; Bledar Alex Konomi, Department of Mathematical Sciences, University of Cincinnati; Emily L. Kang, University of Cincinnati
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Hierarchical Latent Factor Models for Improving the Prediction of Surgical Complications Across Hospitals
Elizabeth Lorenzi, Duke University; Katherine Heller, Duke University; Ricardo Henao, Duke University; Zhifei Sun, Duke University
9:35 AM
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Bayesian Estimation of Principal Components for Functional Data
Adam Justin Suarez, Monsanto Company; Subhashis Ghosal, North Carolina State University
10:35 AM
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Posterior Graph Selection and Estimation Consistency for High-Dimensional Bayesian DAG Models
Xuan Cao, University of Florida; Kshitij Khare, University of Florida; Malay Ghosh, University of Florida
10:50 AM
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Wasserstein Covariance for the Functional Data Analysis of Multivariate Densities
Alexander Petersen, University of California, Santa Barbara; Hans-Georg G Müller, University of California, Davis
2:20 PM
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Optimal Design for Classification of Functional Data
Cai Li, North Carolina State University; Luo Xiao, North Carolina State University
2:35 PM
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Knowing Factors or Factor Loadings, or Neither? Evaluating Estimators of Large Covariance Matrices with Noisy and Asynchronous Data
Kun Lu, Princeton University; Chaoxing Dai, Booth School of Business University of Chicago; Dacheng Xiu, University of Chicago
2:50 PM
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Thursday, 08/03/2017
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Neutron Multiplicity: LANL W Covariance Matrix for Curve Fitting
James Wendelberger, Los Alamos National Laboratory and University of New Mexico
8:35 AM
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Fixed Support Positive-Definite Modification of Covariance Matrix Estimators via Linear Shrinkage
Johan Lim, Seoul National University; Young-Geun Choi, Fred Hutchinson Cancer Research Center; Junyong Park, University of Maryland at Baltimore County; Anindya Roy, University of Maryland at Baltimore County
9:35 AM
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Homogeneity Test of Covariance Matrices with High-Dimensional Longitudinal Data
Pingshou Zhong, Michigan State University; Runze Li, The Pennsylvania State University
9:35 AM
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Eigenvalues of Covariance Matrices of High-Dimensional Time Series
Alexander Aue, University of California, Davis; Haoyang Liu, University of California, Berkeley; Debashis Paul, University of California, Davis
9:50 AM
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Multivariate Models of Realized Beta and Stochastic Volatility
Katherine Ensor, Rice University
9:55 AM
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New Insights About High-Dimensional Statistical Inference
Lingzhou Xue, The Pennsylvania State University; Danning Li, Jilin University
9:55 AM
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Local Likelihood Estimation for Nonstationary Covariance Functions with Applications to Climate Model Emulation
Yuxiao Li, King Abdullah University of Science and Technology; Ying Sun, King Abdullah University of Science and Technology
11:05 AM
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Efficient Affine Invariant Clustering with Gaussian Models of General Covariance Structures
Hsin-Hsiung Huang, UCF
11:15 AM
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Statistics-Based Compression of Global Wind Fields
Jaehong Jeong, King Abdullah University of Science and Technology; Stefano Castruccio, Newcastle University; Paola Crippa, Newcastle University; Marc G. Genton, KAUST
11:35 AM
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