1 citations · 1 across the 2 of their papers we have counts for
4 papers
Graphical Models for Extremes
Sebastian Engelke, Adrien S. Hitz
Conditional independence, graphical models and sparsity are key notions for parsimonious statistical models and for understanding the structural relationships in the data. The theo…
Discrete Extremes
Adrien Hitz, Richard Davis, Gennady Samorodnitsky
Our contribution is to widen the scope of extreme value analysis applied to discrete-valued data. Extreme values of a random variable are commonly modeled using the generalized…
Modeling Website Visits
Adrien S. Hitz, Robin J. Evans
We propose a multivariate model for the number of hits on a set of popular websites, and show it to accurately reflect the behavior recorded in a data set of Internet users in the…
One-Component Regular Variation and Graphical Modeling of Extremes
Adrien Hitz, Robin Evans
The problem of inferring the distribution of a random vector given that its norm is large requires modeling a homogeneous limiting density. We suggest an approach based on graphica…