Online Program Home
My Program

Keyword Search

Legend:
CC = Vancouver Convention Centre   F = Fairmont Waterfront Vancouver
* = applied session       ! = JSM meeting theme

Keyword Search Criteria: low-rank returned 6 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


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

Monday, 07/30/2018
Inferring Low-Rank Population Structure from Multiple Network Samples
Keith Levin, University of Michigan; Asad Lodhia, University of Michigan; Elizaveta Levina, University of Michigan
9:05 AM

Multilinear Low-Rank Vector Autoregressive Modeling via Tensor Decomposition
Di Wang, University of Hong Kong; Guodong Li, University of Hong Kong; Dr. LIAN Heng, City University of Hong Kong
10:35 AM

Tuesday, 07/31/2018
Nonparametric Operator-Regularized Covariance Function Estimation for Functional Data
Xiaoke Zhang, George Washington University; Raymond Wong, Texas A&M University
11:20 AM

Optimization Over Nonconvex Constraints
Wooseok Ha; Rina Foygel Barber, University of Chicago
12:05 PM