64 citations · 149 across the 12 of their papers we have counts for
13 papers
Generalized Autoregressive Moving Average Models with GARCH Errors
Tingguo Zheng, Han Xiao, Rong Chen
One of the important and widely used classes of models for non-Gaussian time series is the generalized autoregressive model average models (GARMA), which specifies an ARMA structur…
Tensor Factor Model Estimation by Iterative Projection
Yuefeng Han, Rong Chen, Dan Yang +1
Tensor time series, which is a time series consisting of tensorial observations, has become ubiquitous. It typically exhibits high dimensionality. One approach for dimension reduct…
Hybrid Kronecker Product Decomposition and Approximation
Chencheng Cai, Rong Chen, Han Xiao
Discovering the underlying low dimensional structure of high dimensional data has attracted a significant amount of researches recently and has shown to have a wide range of applic…
KoPA: Automated Kronecker Product Approximation
Chencheng Cai, Rong Chen, Han Xiao
We consider the problem of matrix approximation and denoising induced by the Kronecker product decomposition. Specifically, we propose to approximate a given matrix by the sum of a…
Matrix Completion using Kronecker Product Approximation
Chencheng Cai, Rong Chen, Han Xiao
A matrix completion problem is to recover the missing entries in a partially observed matrix. Most of the existing matrix completion methods assume a low rank structure of the unde…
Individualized Group Learning
Chencheng Cai, Rong Chen, Min-ge Xie
Many massive data are assembled through collections of information of a large number of individuals in a population. The analysis of such data, especially in the aspect of individu…