Elizabeth Ramirez (https://twitter.com/eramirem) will be presenting the paper "Transition Matrix Estimation in High Dimensional Time Series" (http://proceedings.mlr.press/v28/han13a.pdf). About the Paper: The state-transition matrix $A$ is a matrix you use to propagate the state vector over time, i.e. $x_{t+1} = Ax_{t} + Bu$. It usually comes from the equations that describe the system, but if you don’t know the dynamics of your system or the system is stochastic, this matrix has to be estimated. This paper presents multiple methods to estimate this matrix for high-dimensional VAR time series. Speaker: Elizabeth Ramirez is an Electrical Engineer and Applied Mathematician. I'm an Applied Scientist at Descartes Labs, where I solve very large linear systems that model complex systems, like transportation.