Graphical Models for Extremes
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Publication:5087161
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Cited in
(70)- Rank-based estimation under asymptotic dependence and independence, with applications to spatial extremes
- Extremes and regular variation
- Modeling spatial tail dependence with Cauchy convolution processes
- Conditional independence in max-linear Bayesian networks
- Recursive max-linear models with propagating noise
- Estimating an extreme Bayesian network via scalings
- Modeling panels of extremes
- Extremal characteristics of conditional models
- One-component regular variation and graphical modeling of extremes
- Linking representations for multivariate extremes via a limit set
- Bayesian Spatial Clustering of Extremal Behavior for Hydrological Variables
- Total positivity in multivariate extremes
- Tail inverse regression: dimension reduction for prediction of extremes
- A modeler's guide to extreme value software
- Causality in extremes of time series
- Simulating flood event sets using extremal principal components
- Extremes of Markov random fields on block graphs: max-stable limits and structured Hüsler-Reiss distributions
- Subbotin graphical models for extreme value dependencies with applications to functional neuronal connectivity
- Estimation of multiple networks with common structures in heterogeneous subgroups
- Max-linear graphical models with heavy-tailed factors on trees of transitive tournaments
- Stochastic ordering in multivariate extremes
- Advances in statistical modeling of spatial extremes
- Causal inference for quantile treatment effects
- Partial Tail-Correlation Coefficient Applied to Extremal-Network Learning
- Neural networks for extreme quantile regression with an application to forecasting of flood risk
- Causal discovery in heavy-tailed linear structural equation models via scalings
- Authors' reply to the discussion of: ``Inference for extreme spatial temperature events in a changing climate with application to Ireland
- Alexa A. Sochaniwsky and Paul D. Mcnicholas's contribution to the discussion of: ``Inference for extreme spatial temperature events in a changing climate with application to Ireland
- Stefano Rizzelli's contribution to the discussion of: ``Inference for extreme spatial temperature events in a changing climate with application to Ireland
- Emilio Porcu, Horst Simon, and Youssef Wehbe's contribution to the discussion of: ``Inference for extreme spatial temperature events in a changing climate with application to Ireland
- Jonathan Koh's contribution to the discussion of: ``Inference for extreme spatial temperature events in a changing climate with application to Ireland
- Anthony C. Davison and Raphaël de Fondeville's contribution to the discussion of: ``Inference for extreme spatial temperature events in a changing climate with application to Ireland
- Miriam Cuba, Daniela Castro-Camilo, and Marian Scott's contribution to the discussion of: ``Inference for extreme spatial temperature events in a changing climate with application to Ireland
- Peter F. Craigmile, Peter Guttorp, and Thordis l. Thorarinsdottir's contribution to the discussion of: ``Inference for extreme spatial temperature events in a changing climate with application to Ireland
- Jorge Castillo-Mateo, Alan E. Gelfand, Ana C. Cebrián, and Jesús Asín's contribution to the discussion of: ``Inference for extreme spatial temperature events in a changing climate with application to Ireland
- Jordan Richards, Myung Won Lee, Viviana Carcaiso, and Miguel de Carvalho's contribution to the discussion of: ``Inference for extreme spatial temperature events in a changing climate with application to Ireland
- Richard Smith's contribution to the discussion of: ``Inference for extreme spatial temperature events in a changing climate with application to Ireland
- Seconder of the vote of thanks to Healy et al. and contribution to the discussion of: ``Inference for extreme spatial temperature events in a changing climate with application to Ireland
- Proposer of the vote of thanks to Healy et al. and contribution to the discussion of: ``Inference for extreme spatial temperature events in a changing climate with application to Ireland
- Inference for extreme spatial temperature events in a changing climate with application to Ireland
- Information criteria for the number of directions of extremes in high-dimensional data
- Hidden tail chains and recurrence equations for dependence parameters associated with extremes of stationary higher-order Markov chains
- Efficient Modeling of Spatial Extremes over Large Geographical Domains
- Graphical models for infinite measures with applications to extremes
- High-Dimensional Variable Clustering based on Maxima of a Weakly Dependent Random Process
- X-vine models for multivariate extremes
- On regression in extreme regions
- Identifying regions of concomitant compound precipitation and wind speed extremes over Europe
- Statistical inference for multivariate extremes via a geometric approach
- Optimal designs for discrete choice models via graph Laplacians
- Insights into kernel PCA with application to multivariate extremes
- Latent Gaussian and Hüsler-Reiss graphical models with Golazo penalty
- Vecchia Likelihood Approximation for Accurate and Fast Inference with Intractable Spatial Max-Stable Models
- Statistical Inference for Hüsler–Reiss Graphical Models Through Matrix Completions
- Multivariate generalized Pareto distributions along extreme directions
- Extremal graphical modeling with latent variables via convex optimization
- Modeling extreme events: univariate and multivariate data-driven approaches. EVA (2023) Conference Data Challenge: team genEVA
- Spatial wildfire risk modeling using a tree-based multivariate generalized Pareto mixture model
- Estimating changepoints in extremal dependence, applied to aviation stock prices during COVID-19 pandemic
- Mathematics, statistics, and geometry of extreme events in high dimensions. Abstracts from the workshop held August 19--23, 2024
- Estimating the limiting shape of bivariate scaled sample clouds: with additional benefits of self-consistent inference for existing extremal dependence properties
- Regression graphs and sparsity-inducing reparameterizations
- Causal analysis of extreme risk in a network of industry portfolios
- Extreme conformal prediction: reliable intervals for high-impact events
- Weak signals and heavy tails: learning theory meets extreme value analysis
- Learning extremal graphical structures in high dimensions
- A new mixture model for spatiotemporal exceedances with flexible tail dependence
- The Efficient Tail Hypothesis: An Extreme Value Perspective on Market Efficiency
- On the local metric property for Hüsler-Reiss graphical models
- Causal discovery in heavy-tailed models
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