Statistical SeminarOrganizer:Yunan Wu 吴宇楠 (YMSC)Speaker:Yuying Sun 孙玉莹中国科学院数学与系统科学研究院副研究员Time:Fri., 16:00-17:00, Nov. 22, 2024Venue:C654, Shuangqing Complex Building ATitle:Model averaging for time-varying vector autoregressionsAbstract:This paper proposes a novel time-varying model averaging (TVMA) approach to enhancing forecast accuracy for multivariate time ser...
Applied and Computational Math ColloquiumOrganizers:应用与计算数学团队Speaker:Xu Wang 王旭(中国科学院数学与系统科学研究院)Time:Thur., 10:00-11:00 am, Sept. 19, 2024Venue:C654, Shuangqing Complex Building A清华大学双清综合楼A座 C654Title:Stochastic inverse problems for both time-harmonic and time-dependent wave equationsAbstract:The stochastic inverse problem originates from practical iss...