Rong Chen

Statistics and Probability · Journal of Econometrics · 1997–2018

A researcher in the Science corpus: 10 papers; trusts 55 researchers and is trusted by 35 researchers here, as inferred from the citation graph.

Subfields

• Statistics and Probability — 77 citations into it; #5,466 of 12,932 by trust here, #6,552 by citations
• Economics and Econometrics — 39 citations into it; #11,216 of 23,481 by trust here, #16,151 by citations
• Artificial Intelligence — 31 citations into it; #7,792 of 35,345 by trust here, #14,718 by citations
• Probabilistic & Bayesian Methods — 21 citations into it; #464 of 1,525 by trust here, #751 by citations
• Finance — 20 citations into it
• Management Science and Operations Research — 10 citations into it
• Applied Mathematics — 9 citations into it; #6,182 of 7,620 by trust here, #7,035 by citations
• Computational Mechanics — 9 citations into it

Whom Rong Chen trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. David Ruppert
2. Michael K. Pitt
3. Robert F. Engle
4. Tim Bollerslev
5. N. Shephard
6. Gerda Claeskens
7. Neil J. Gordon
8. Lawrence R. Rabiner
9. Ciprian M. Crainiceanu
10. Arnaud Doucet

Who trusts Rong Chen overall

1. Nicolas Chopin
2. Sebastian Thrun
3. Paul Fearnhead
4. Arnaud Doucet
5. Wentao Li
6. Mark Briers
7. Dieter Fox
8. Simon Lacoste-Julien
9. Hamid Khaloozadeh
10. Jinyuan Chang

Papers from Rong Chen's perspective

Ordered by how strongly the researchers Rong Chen trusts endorse each paper. Same corpus, a different order for every researcher.

1. Regression Shrinkage and Selection via the Lasso
2. Generalized autoregressive conditional heteroskedasticity
3. Spline Models for Observational Data
4. Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
5. A tutorial on hidden Markov models and selected applications in speech recognition
6. Estimating the Dimension of a Model
7. ImageNet classification with deep convolutional neural networks
8. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
9. Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
10. Theory & Methods: Spatially‐adaptive Penalties for Spline Fitting

Their papers

• Mixture Kalman filters (2000) — 676 citations
• Constrained Factor Models for High-Dimensional Matrix-Variate Time Series (2017) — 119 citations
• Autoregressive models for matrix-valued time series (2018) — 144 citations
• Convolutional autoregressive models for functional time series (2016) — 48 citations
• Determination of linear components in additive models (2011) — 11 citations
• Factor models for matrix-valued high-dimensional time series (2016) — 188 citations
• Efficient Sequential Monte Carlo With Multiple Proposals and Control Variates (2016) — 14 citations
• Two-Stage Importance Sampling With Mixture Proposals (2013) — 14 citations
• Mixture Kalman ®lters (2000)
• Sequential Monte Carlo methods for dynamic systems (1997)