Publications
Lai, W. T., Chen, R. B., and Huang, S. F. (2025). A modified VAR-deGARCH model for asynchronous multivariate financial time series via variational Bayesian inference. International Journal of Forecasting, 41(1), 345-360.
Lai, W. T., Chen, R. B., Chen, Y., and Koch, T. (2022). Variational Bayesian inference for network autoregression models. Computational Statistics and Data Analysis, 169, 107406.
Lai, W. T. and Chen, R. B. (2021). A review of Bayesian group selection approaches for linear regression models. WIREs Computational Statistics, 13, e1513.
Lai, W. T., Chen, C. H., Hung, H., Chen, R. B., Shete, S., & Wu, C. C. (2018). Recognizing spatial and temporal clustering patterns of dengue outbreaks in Taiwan. BMC infectious diseases, 18(1), 256.
Conferences
Lai, W. T., Chen, R. B., and Huang, S. F. (2024) A modified VAR-deGARCH model for asynchronous multivariate financial time series via variational Bayesian inference. Joint Meeting of the IASC-ARS Interim Conference 2024 and CSAT 2024, Session on FPM-1-4: Fintech and Data Science, December 13-14, 2024, in National Taiwan University, Taipei City, Taiwan. (Invited Speaker)
Lai, W. T., Chen, R. B., and Huang, S. F. (2023) A modified VAR-GARCH model for synchronous multivariate financial time series via variational Bayesian inference. Joint Meeting of the 25th International Conference on Computational Statistics, Session on CC086: Multivariate statistics, August 22-25, 2023, in Birkbeck, University of London, London, United Kingdom. (Invited Speaker)
Lai, W. T., Chen, R. B., and Huang, S. F. (2023) A modified VAR-GARCH model for synchronous multivariate financial time series via variational Bayesian inference. The 32nd South Taiwan Statistics Conference and 2023 Chinese Institute of Probability Statistics Annual Meeting, Session on Computational Statistics, June 29-30, 2023 in National Dong Hwa University, Hualien, Taiwan. (Contributed Session)
Lai, W. T. and Chen, R. B. (2022) Variational Bayesian inference for network autoregression models. The 5th International Conference on Econometrics and Statistics (EcoSta 2022), EO235: Bayesian methods and their applications, June 4-6, 2022 in Hybrid Conference hosted by Ryukoku University, Kyoto, Japan. (Invited Speaker)
Lai, W. T. and Chen, R. B. (2021) Variational Bayesian Inference for Network Autoregression. The 30th South Taiwan Statistics Conference and 2021 Chinese Institute of Probability Statistics Annual Meeting, October 30-31, 2021 in National University of Kaohsiung, Kaohsiung, Taiwan. (Student Competition)