Back to the program

Invited Paper Session

Dynamic Systems, Sequential and Time Series Analysis

Tue, Aug 5, 2:00 PM - 3:50 PM Room CC-202A Music City Center

Elynn ChenOrganizerElynn ChenChair

Business and Economic Statistics Section co: International Chinese Statistical Associationco: IMS

4 Presentations

Locally Adaptive Random Walk Stochastic Volatility

2:05 PM - 2:30 PM

David Matteson (Cornell University)

Time series; Trend filtering; Dynamic linear model;

CP factor model for dynamic tensors

2:30 PM - 2:55 PM

Rong Chen (Rutgers University)

CANDECOMP/PARAFAC (CP) decomposition, dimension reduction, orthogonal projection, tensor factor model, tensor time series

Diffusion Models for Forecasting High-Dimensional Dynamical Systems

2:55 PM - 3:20 PM

N. Benjamin Erichson (University of California-Berkeley)

Diffusion Models; Dynamical System Forecasting; High-Dimensionality

Adaptive Two-Way MOSUM

3:20 PM - 3:45 PM

multiple change-point detection, ℓ2 inference for break existence, Two-Way MOSUM, Gaussian approximation, temporal and spatial dependence, nonlinear time series

↑