应数学与统计学院概率统计研究所邀请,英国伦敦经济与政治科学学院(London School of Economics and Political Sciences)姚琦伟教授将于2024年7月25日上午进行学术报告,欢迎全校师生参加。
报告题目:Autoregressive networks and stylized features
时 间:7月25日(星期四)上午9:50
地 点:腾讯会议(会议ID:317523597)
报告摘要:We give a brief introduction on the autoregressive (AR) model for dynamic network processes. The model depicts the dynamic changes explicitly. It also facilitates simple and efficient statistical inference such as MLEs and a permutation test for model diagnostic checking. We illustrate how this AR model can serve as a building block to accommodate more complex structures such as stochastic latent blocks, change-points. We also elucidate how some stylized features often observed in real network data, including node heterogeneity, edge sparsity, persistence, transitivity and density dependence, can be embedded in the AR framework. Then the framework needs to be extended for dynamic networks with dependent edges, which poses new technical challenges. Illustration with real network data for the practical relevance of the proposed AR framework is also presented.
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报告人简介
姚琦伟教授自2002年起担任英国伦敦经济与政治科学学院(London School of Economics and Political Sciences)统计学教授,并于2006年至2009年担任统计系主任。他的研究兴趣包括时间序列分析、高维时间序列建模与预测、降维和因子建模、动态网络建模、时空建模和金融计量经济学等。姚教授著书2部,在包括统计学顶刊JASA、AoS、JRSSB和计量经济学顶刊JoE等上发表论文110余篇。姚教授还担任JRSSB及Quarterly Journal of Econimics and Management的Co-Editor,曾任JASA、AoS、JBES等的Associate Editor。此外,姚教授是英国皇家统计学会会士、美国统计学会(ASA)和国际数理统计学会(IMS)会士(Fellow)和国际统计学会(ISI)推选会员(ElectedMember)。
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二〇二四年七月二十二日