Academy of Mathematics and Systems Science, CAS
Colloquia & Seminars

Speaker:	李国栋, 香港大学
Inviter:	洪永淼研究员
Title:	Modeling complex time series with tensor techniques
Language:	English
Time & Venue:	2023.06.13 16:30-18:00 南楼204
Abstract:	The tensor, as an extension of matrices, has recently gained significant attention from econometricians and statisticians, and the literature has witnessed two types of its applications. Firstly, the involvement of tensors can facilitate the development of new inference tools, which are impossible under the framework of matrices alone. Secondly, many big data come in the form of tensors. This talk will introduce several of my research studies on high-dimensional time series modeling using tensors, and I will also present two inference tools for tensor-valued time series.