110 citations · 630 across the 32 of their papers we have counts for
33 papers
Testing for the Markov Property in Time Series via Deep Conditional Generative Learning
Yunzhe Zhou, Chengchun Shi, Lexin Li +1
The Markov property is widely imposed in analysis of time series data. Correspondingly, testing the Markov property, and relatedly, inferring the order of a Markov model, are of pa…
A two-way heterogeneity model for dynamic networks
Binyan Jiang, Chenlei Leng, Ting Yan +2
Dynamic network data analysis requires joint modelling individual snapshots and time dynamics. This paper proposes a new two-way heterogeneity model towards this goal. The new mode…
Blind Source Separation over Space
Bo Zhang, Sixing Hao, Qiwei Yao
We propose a new estimation method for the blind source separation model of Bachoc et al. (2020). The new estimation is based on an eigenanalysis of a positive definite matrix defi…
Modelling matrix time series via a tensor CP-decomposition
Jinyuan Chang, Jing He, Lin Yang +1
We consider to model matrix time series based on a tensor CP-decomposition. Instead of using an iterative algorithm which is the standard practice for estimating CP-decompositions,…
Edge differentially private estimation in the -model via jittering and method of moments
Jinyuan Chang, Qiao Hu, Eric D. Kolaczyk +2
A standing challenge in data privacy is the trade-off between the level of privacy and the efficiency of statistical inference. Here we conduct an in-depth study of this trade-off…
Simultaneous Decorrelation of Matrix Time Series
Yuefeng Han, Rong Chen, Cun-Hui Zhang +1
We propose a contemporaneous bilinear transformation for a matrix time series to alleviate the difficulties in modeling and forecasting matrix time series when and/…