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Community Network Auto-Regression for High-Dimensional Time Series
Modeling responses on the nodes of a large-scale network is an important...
07/10/2020 ∙ by Elynn Y. Chen, et al. ∙
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Semiparametric Tensor Factor Analysis by Iteratively Projected SVD
This paper introduces a general framework of Semiparametric TEnsor FActo...
07/05/2020 ∙ by Elynn Y. Chen, et al. ∙
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On Projection Robust Optimal Transport: Sample Complexity and Model Misspecification
Optimal transport (OT) distances are increasingly used as loss functions...
06/22/2020 ∙ by Tianyi Lin, et al. ∙
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Modeling Multivariate Spatial-Temporal Data with Latent Low-Dimensional Dynamics
High-dimensional multivariate spatial-temporal data arise frequently in ...
02/02/2020 ∙ by Elynn Y. Chen, et al. ∙
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Statistical Inference for High-Dimensional Matrix-Variate Factor Model
This paper considers the estimation and inference of factor loadings, la...
01/07/2020 ∙ by Elynn Y. Chen, et al. ∙
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Low-Rank Principal Eigenmatrix Analysis
Sparse PCA is a widely used technique for high-dimensional data analysis...
04/28/2019 ∙ by Krishna Balasubramanian, et al. ∙
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Modeling Dynamic Transport Network with Matrix Factor Models: with an Application to International Trade Flow
International trade research plays an important role to inform trade pol...
01/02/2019 ∙ by Elynn Y. Chen, et al. ∙
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