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06/27/2023
Heavy-tailed max-linear structural equation models in networks with hidden nodes
Recursive max-linear vectors provide models for the causal dependence be...
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02/11/2021
Causal Discovery of a River Network from its Extremes
Causal inference for extremes aims to discover cause and effect relation...
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02/29/2020
Recursive max-linear models with propagating noise
Recursive max-linear vectors model causal dependence between node variab...
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02/21/2020
Conditional Independence in Max-linear Bayesian Networks
Motivated by extreme value theory, max-linear Bayesian networks have bee...
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12/09/2019
Estimating an Extreme Bayesian Network via Scalings
Recursive max-linear vectors model causal dependence between its compone...
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04/17/2019
Indirect Inference for Time Series Using the Empirical Characteristic Function and Control Variates
We estimate the parameter of a time series process by minimizing the int...
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02/13/2019
Estimation of causal CARMA random fields
We estimate model parameters of Lévy-driven causal CARMA random fields b...
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01/13/2019
Bayesian Networks for Max-linear Models
We study Bayesian networks based on max-linear structural equations as i...
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01/11/2019
Identifiability and estimation of recursive max-linear models
We address the identifiablity and estimation of recursive max-linear str...
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12/28/2017