2 citations · 6 across the 7 of their papers we have counts for
12 papers
Structural Learning of Simple Staged Trees
Manuele Leonelli, Gherardo Varando
Bayesian networks faithfully represent the symmetric conditional independences existing between the components of a random vector. Staged trees are an extension of Bayesian network…
Global sensitivity analysis in probabilistic graphical models
Rafael Ballester-Ripoll, Manuele Leonelli
We show how to apply Sobol's method of global sensitivity analysis to measure the influence exerted by a set of nodes' evidence on a quantity of interest expressed by a Bayesian ne…
Sensitivity and robustness analysis in Bayesian networks with the bnmonitor R package
Manuele Leonelli, Ramsiya Ramanathan, Rachel L. Wilkerson
Bayesian networks are a class of models that are widely used for risk assessment of complex operational systems. There are now multiple approaches, as well as implemented software,…
Tracking change-points in multivariate extremes
Miguel de Carvalho, Manuele Leonelli, Alex Rossi
In this paper we devise a statistical method for tracking and modeling change-points on the dependence structure of multivariate extremes. The methods are motivated by and illustra…
The R Package stagedtrees for Structural Learning of Stratified Staged Trees
Federico Carli, Manuele Leonelli, Eva Riccomagno +1
stagedtrees is an R package which includes several algorithms for learning the structure of staged trees and chain event graphs from data. Score-based and clustering-based algorith…
A changepoint approach for the identification of financial extreme regimes
Chiara Lattanzi, Manuele Leonelli
Inference over tails is usually performed by fitting an appropriate limiting distribution over observations that exceed a fixed threshold. However, the choice of such threshold is…