19 citations · 34 across the 12 of their papers we have counts for
4 papers · 1 filter
An autocovariance-based learning framework for high-dimensional functional time series
Jinyuan Chang, Cheng Chen, Xinghao Qiao +1
Many scientific and economic applications involve the statistical learning of high-dimensional functional time series, where the number of functional variables is comparable to, or…
Finite Sample Theory for High-Dimensional Functional/Scalar Time Series with Applications
Qin Fang, Shaojun Guo, Xinghao Qiao
Statistical analysis of high-dimensional functional times series arises in various applications. Under this scenario, in addition to the intrinsic infinite-dimensionality of functi…
On Consistency and Sparsity for High-Dimensional Functional Time Series with Application to Autoregressions
Shaojun Guo, Xinghao Qiao
Modelling a large collection of functional time series arises in a broad spectral of real applications. Under such a scenario, not only the number of functional variables can be di…
CATVI: Conditional and Adaptively Truncated Variational Inference for Hierarchical Bayesian Nonparametric Models
Yirui Liu, Xinghao Qiao, Jessica Lam
Current variational inference methods for hierarchical Bayesian nonparametric models can neither characterize the correlation structure among latent variables due to the mean-field…