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Time Series Analysis via Matrix Estimation

Simons Institute via YouTube

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Explore time series analysis through matrix estimation in this 30-minute lecture by Devavrat Shah from MIT. Delve into sample questions, matrix estimation techniques, time series imputation, and algorithm development. Gain insights into basic theorems, experimental results, and linear regression applications in the context of societal networks.

Syllabus

Intro
Sample Questions
Matrix Estimation
Time Series Imputation
Algorithm
Basic Theorem
Experimental Results
Linear Regression

Taught by

Simons Institute

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