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