92 citations · 235 across the 9 of their papers we have counts for
10 papers
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/…
Rank Determination in Tensor Factor Model
Yuefeng Han, Rong Chen, Cun-Hui Zhang
Factor model is an appealing and effective analytic tool for high-dimensional time series, with a wide range of applications in economics, finance and statistics. This paper develo…
Modeling Multivariate Spatial-Temporal Data with Latent Low-Dimensional Dynamics
Elynn Y. Chen, Xin Yun, Rong Chen +1
High-dimensional multivariate spatial-temporal data arise frequently in a wide range of applications; however, there are relatively few statistical methods that can simultaneously…
State Space Emulation and Annealed Sequential Monte Carlo for High Dimensional Optimization
Chencheng Cai, Rong Chen
Many high dimensional optimization problems can be reformulated into a problem of finding theoptimal state path under an equivalent state space model setting. In this article, we p…
Multivariate Spatial-temporal Prediction on Latent Low-dimensional Functional Structure with Non-stationarity
Elynn Yi Chen, Qiwei Yao, Rong Chen
Multivariate spatio-temporal data arise more and more frequently in a wide range of applications; however, there are relatively few general statistical methods that can readily use…
Factor Models for High-Dimensional Dynamic Networks: with Application to International Trade Flow Time Series 1981-2015
Elynn Yi Chen, Rong Chen
Dynamic network analysis has found an increasing interest in the literature because of the importance of different kinds of dynamic social networks, biological networks, and econom…