92 citations · 235 across the 9 of their papers we have counts for
4 papers · 2 filters
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…
Constrained Factor Models for High-Dimensional Matrix-Variate Time Series
Elynn Y. Chen, Ruey S. Tsay, Rong Chen
High-dimensional matrix-variate time series data are becoming widely available in many scientific fields, such as economics, biology, and meteorology. To achieve significant dimens…
Resampling Strategy in Sequential Monte Carlo for Constrained Sampling Problems
Chencheng Cai, Rong Chen, Ming Lin
Sequential Monte Carlo (SMC) methods are a class of Monte Carlo methods that are used to obtain random samples of a high dimensional random variable in a sequential fashion. Many p…