Graphical Models for Extremes

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Graphical Models for Extremes

4 December 2018

Sebastian Engelke

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Papers citing "Graphical Models for Extremes"

17 / 17 papers shown

Title
Recursive max-linear models with propagating noise Johannes Buck Claudia Klüppelberg 52 18 0 29 Feb 2020
Conditional Independence in Max-linear Bayesian Networks Carlos Améndola Claudia Klüppelberg Steffen Lauritzen N. Tran 48 21 0 21 Feb 2020
Extremal independence old and new K. Strokorb 25 5 0 14 Feb 2020
Identifiability and estimation of recursive max-linear models Nadine Gissibl Claudia Klüppelberg Steffen Lauritzen CML 21 27 0 11 Jan 2019
Multivariate generalized Pareto distributions: parametrizations, representations, and properties H. Rootzén Johan Segers J. Wadsworth 48 49 0 22 May 2017
Structure Learning in Graphical Modeling Mathias Drton Marloes H. Maathuis CML 85 249 0 07 Jun 2016
Exact simulation of max-stable processes Clément Dombry Sebastian Engelke M. Oesting 66 111 0 14 Jun 2015
High-order Composite Likelihood Inference for Max-Stable Distributions and Processes S. Castruccio Raphael Huser M. Genton TPM 200 111 0 01 Nov 2014
A new representation for multivariate tail probabilities J. Wadsworth J. Tawn 42 59 0 19 Dec 2013
Heavy tailed time series with extremal independence Rafal Kulik P. Soulier 88 44 0 05 Jul 2013
Structure estimation for discrete graphical models: Generalized covariance matrices and their inverses Po-Ling Loh Martin J. Wainwright 83 180 0 03 Dec 2012
Sparse Nonparametric Graphical Models John D. Lafferty Han Liu Larry A. Wasserman 147 64 0 04 Jan 2012
An M-estimator for tail dependence in arbitrary dimensions J. Einmahl A. Krajina Johan Segers 76 105 0 05 Dec 2011
Sampling decomposable graphs using a Markov chain on junction trees P. Green Alun Thomas 67 62 0 20 Apr 2011
Extreme-Value Copulas Gordon Gudendorf Johan Segers 118 247 0 05 Nov 2009
A survey of cross-validation procedures for model selection Sylvain Arlot Alain Celisse 213 3,596 0 27 Jul 2009
Regularly varying multivariate time series Bojan Basrak Johan Segers 139 220 0 26 Jul 2007