8 citations · 23 across the 8 of their papers we have counts for
5 papers · 1 filter
Community Network Auto-Regression for High-Dimensional Time Series
Elynn Y. Chen, Jianqing Fan, Xuening Zhu
Modeling responses on the nodes of a large-scale network is an important task that arises commonly in practice. This paper proposes a community network vector autoregressive (CNAR)…
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…
Helping Effects Against Curse of Dimensionality in Threshold Factor Models for Matrix Time Series
Xialu Liu, Elynn Chen
As is known, factor analysis is a popular method to reduce dimension for high-dimensional data. For matrix data, the dimension reduction can be more effectively achieved through bo…
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…