5 citations · 9 across the 5 of their papers we have counts for
5 papers
Distributional Vector Autoregression: Eliciting Macro and Financial Dependence
Yunyun Wang, Tatsushi Oka, Dan Zhu
Vector autoregression is an essential tool in empirical macroeconomics and finance for understanding the dynamic interdependencies among multivariate time series. In this study, we…
Valid Information Guidance Network for Compressed Video Quality Enhancement
Xuan Sun, Ziyue Zhang, Guannan Chen +1
In recent years deep learning methods have shown great superiority in compressed video quality enhancement tasks. Existing methods generally take the raw video as the ground truth…
High-Dimensional Conditionally Gaussian State Space Models with Missing Data
Joshua C. C. Chan, Aubrey Poon, Dan Zhu
We develop an efficient sampling approach for handling complex missing data patterns and a large number of missing observations in conditionally Gaussian state space models. Two im…
System of excited monopole-antimonopole pair in the Weinberg-Salam model
Dan Zhu, Khai-Ming Wong, Guo-Quan Wong
We investigate further the properties of axially symmetric monopole-antimonopole pair in the standard Weinberg-Salam model. By using a novel data sampling approach, we have obtaine…
Efficient Estimation of State-Space Mixed-Frequency VARs: A Precision-Based Approach
Joshua C. C. Chan, Aubrey Poon, Dan Zhu
State-space mixed-frequency vector autoregressions are now widely used for nowcasting. Despite their popularity, estimating such models can be computationally intensive, especially…