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42 !
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Sun, 8/8/2021,
3:30 PM -
5:20 PM
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Virtual
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Analysis of Dynamic High-Dimensional Data — Invited Papers
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IMS, Business and Economic Statistics Section, JBES-Journal of Business & Economic Statistics
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Organizer(s): Han Xiao, Rutgers, The State University of New Jersey
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Chair(s): Daniel Kowal, Rice University
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3:35 PM
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Autoregressive Networks
Qiwei Yao, London School of Economics and Political Science
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4:00 PM
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Functional Autoregressive Processes via Reproducing Kernel Hilbert Spaces
Daren Wang, University of Notre Dame
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4:25 PM
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Hierarchical Regime Switching Dynamic Matrix Factor Models for Modeling Mouse Motion Behavior
Rong Chen, Rutgers University
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4:50 PM
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A Fully Online Approach for Covariance Matrices Estimation of Stochastic Gradient Descent Solutions
Wei Biao Wu, U Chicago; Wanrong Zhu, U Chicago; Xi Chen, NYU
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5:25 PM
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Discussant: Han Xiao, Rutgers, The State University of New Jersey
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5:15 PM
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Floor Discussion
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