13 citations · 17 across the 2 of their papers we have counts for
3 papers
math.ST2015
Order Determination of Large Dimensional Dynamic Factor Model
Z. D. Bai, Chen Wang, Ya Xue +1
Consider the following dynamic factor model: , where is an loading matrix of…
stat.ML2015★ 13 cited
Scalable Bayesian Non-Negative Tensor Factorization for Massive Count Data
Changwei Hu, Piyush Rai, Changyou Chen +2
We present a Bayesian non-negative tensor factorization model for count-valued tensor data, and develop scalable inference algorithms (both batch and online) for dealing with massi…
math.ST2013★ 4 cited
Strong limit of the extreme eigenvalues of a symmetrized auto-cross covariance matrix
Chen Wang, Baisuo Jin, Z. D. Bai +2
The auto-cross covariance matrix is defined as \[\mathbf{M}_n=\frac{1} {2T}\sum_{j=1}^T\bigl(\mathbf{e}_j\mathbf{e}_{j+τ}^*+\mathbf{e}_{j+ τ}\mathbf{e}_j^*\bigr),\] where $\mathbf{…