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Saw Swee Hock Public Lecture on 'Autoregressive Networks' by Professor Qiwei YAO on July 27, 2022

Saw Swee Hock Public Lecture on 'Autoregressive Networks' by Professor Qiwei YAO on July 27, 2022

We propose a first-order autoregressive model for dynamic network processes in which edges change over time while nodes remain unchanged. The model depicts the dynamic changes explicitly. It also facilitates simple and efficient statistical inference such as the maximum likelihood estimators which are proved to be (uniformly) consistent and asymptotically normal. The model diagnostic checking can be carried out easily using a permutation test.

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 Dept of Statistics & Actuarial Science

 23rd July, 2022

#PublicLecture #SawSweeHock #Sciences #Statistics

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