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Keyword Search Criteria: Factor Model returned 21 record(s)
Sunday, 07/29/2018
Factor GARCH-Ito Models for High-Frequency Data with Application to Large Volatility Matrix Prediction
Donggyu Kim, KAIST; Jianqing Fan, Princeton University


Image-On-Image Regression: a Spatial Bayesian Latent Factor Model for Predicting Task-Evoked Brain Activity Using Task-Free MRI
Cui Guo, University of Michigan


Image-On-Image Regression: a Spatial Bayesian Latent Factor Model for Predicting Task-Evoked Brain Activity Using Task-Free MRI
Cui Guo, University of Michigan
2:40 PM

Factor GARCH-Ito Models for High-Frequency Data with Application to Large Volatility Matrix Prediction
Donggyu Kim, KAIST; Jianqing Fan, Princeton University
2:45 PM

Estimation of Dynamic Conditional Correlation Matrices by a Nonlinear Common Factor Model
Craig Rolling, Saint Louis University; Yongli Zhang, Independent Researcher; Yuhong Yang, University of Minnesota
4:05 PM

Nonparametric Estimation of Sufficient Forecasting Using High-Dimensional Predictors
Xiufan Yu, Penn State University; Jiawei Yao, Citadel LLC; Lingzhou Xue, Penn State University and National Institute of Statistical Sciences
4:25 PM

Monday, 07/30/2018
Factor Models for High-Dimensional Dynamic Networks: With Application to International Trade Flow Time Series 1981--2015
Elynn CHEN, Rutgers University; Rong Chen, Rutgers University
8:35 AM

New Methods for Threshold Variable Identification and Estimation in Threshold Dynamic Factor Models
Xialu Liu, San Diego State University; Rong Chen, Rutgers University
9:15 AM

A Factor Augmented Vector Autoregressive Model Under High-Dimensional Scaling
George Michailidis, University of Florida; Jiahe Lin, University of Michigan
2:05 PM

A Hierarchical Bayesian Cognitive Diagnostic Factor Model for Learning Trajectories
Albert Man, UIUC; Steven Culpepper, University of Illinois at Urbana-Champaign
2:50 PM

Tuesday, 07/31/2018
A Joint Model of Opioid Treatment Admissions and Deaths for Adults and Adolescents in Ohio Counties
David Kline, Ohio State University; Staci Hepler, Wake Forest University


A Joint Model of Opioid Treatment Admissions and Deaths for Adults and Adolescents in Ohio Counties
David Kline, Ohio State University; Staci Hepler, Wake Forest University
9:15 AM

A New Class of Change Point Test Statistics of Renyi Type
Gregory Rice, University of Waterloo; Lajos Horvath, University of Utah
11:50 AM

Gaussian Variational Approximation for High-Dimensional State Space Models
Robert Kohn, Univ of New South Wales; Matias Quiroz , University of New South wales ; David J Nott, National University of Singapore
2:05 PM

Spatial Factor Models for High-Dimensional and Large Spatial Data: An Application in Forest Variable Mapping
Daniel Taylor Rodriguez, Portland State University; Andrew Oliver Finley, Michigan State University; Abhi Datta, Johns Hopkins Bloomberg School of Public Health; Chad Babcock, University of Washington; Hans-Erik Andersen, USDA Forest Service; Bruce Douglas Cook, NASA Goddard Space Flight Center; Douglas C Morton, NASA Goddard Space Flight Center; Sudipto Banerjee, UCLA School of Public Health
3:35 PM

Wednesday, 08/01/2018
Imputed Factor Regression for High-Dimensional Block-Wise Missing Data
Yanqing Zhang, Yunnan University; Niansheng Tang, Yunnan University; Annie Qu, University of Illinois at Urbana-Champaign
8:50 AM

A Latent Bayesian Classification Model to Predict Kidney Obstruction Based on Renography and Expert Ratings
Changgee Chang, University of Pennsylvania; Jeong Hoon Jang, Emory University; Amita Manatunga, Emory University; Qi Long, University of Pennsylvania
9:05 AM

Hierarchical Infinite Latent Factor Models
Elizabeth Lorenzi, Duke University; Ricardo Henao, Duke University; Katherine Heller, Duke University
9:15 AM

Applying Item Response Theory Models to Highway Safety
Donald Hedeker, University of Chicago; Joel Greenhouse, CMU; Linda Ng Boyle, University of Washington
10:35 AM

Bayesian IRT and Factor Modeling with Missing Values
Thorsten Schnapp, University of Bamberg; Christian Aßmann, University of Bamberg
10:35 AM

Thursday, 08/02/2018
Bayesian Spectral Analysis of High-Dimensional Time Series
Ori Rosen, Univ of Texas at El Paso; Rob Krafty, University of Pittsburgh
9:05 AM