1 citations · 1 across the 4 of their papers we have counts for
4 papers
Stochastic Variational Inference for GARCH Models
Hanwen Xuan, Luca Maestrini, Feng Chen +1
Stochastic variational inference algorithms are derived for fitting various heteroskedastic time series models. We examine Gaussian, t, and skew-t response GARCH models and fit the…
Stochastic declustering of earthquakes with the spatiotemporal RETAS model
Tom Stindl, Feng Chen
Epidemic-Type Aftershock Sequence (ETAS) models are point processes that have found prominence in seismological modeling. Its success has led to the development of a number of diff…
Calibrated Nonparametric Scan Statistics for Anomalous Pattern Detection in Graphs
Chunpai Wang, Daniel B. Neill, Feng Chen
We propose a new approach, the calibrated nonparametric scan statistic (CNSS), for more accurate detection of anomalous patterns in large-scale, real-world graphs. Scan statistics…
Spatiotemporal ETAS model with a renewal main-shock arrival process
Tom Stindl, Feng Chen
This article proposes a spatiotemporal point process model that enhances the classical Epidemic-Type Aftershock Sequence (ETAS) model by incorporating a renewal main-shock arrival…