2 papers
stat.ME2025
Matrix Autoregressive Model with Vector Time Series Covariates for Spatio-Temporal Data
Hu Sun, Zuofeng Shang, Yang Chen
We develop a new methodology for forecasting matrix-valued time series with historical matrix data and auxiliary vector time series data. We focus on a time series of matrices defi…
stat.ME2025
Conformalized Tensor Completion with Riemannian Optimization
Hu Sun, Yang Chen
Tensor data, or multi-dimensional arrays, is a data format popular in multiple fields such as social network analysis, recommender systems, and brain imaging. It is not uncommon to…