vector autoregression

Friday, April 27, 2018 - 9:30am - 10:00am
Sumanta Basu (Cornell University)
The problem of learning interactions among the components of a large system from time series data is becoming increasingly common in many areas of biological and social sciences. Examples include learning regulatory interactions from time course gene expression data, understanding policy implications from a large number of macroeconomic time series, risk management and monitoring of financial institutions and exploring functional connections among different regions of human brain.
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