411 citations · 1.8k across the 35 of their papers we have counts for
37 papers
Large scale statistically validated comorbidity networks
Paride Crisafulli, Tobias Galla, Antti Karlsson +3
We obtain comorbidity networks starting from medical information stored in electronic health records collected by the Wellbeing Services County of Southwest Finland (Varha). Based…
Role of correlations in the maximum distribution of multiscale stationary Markovian processes
Salvatore Miccichè
We are interested in investigating the statistical properties of extreme values for strongly correlated variables. The starting motivation is to understand how the strong-correlati…
Two-step estimators of high dimensional correlation matrices
Andrés García-Medina, Salvatore Miccichè, Rosario N. Mantegna
We investigate block diagonal and hierarchical nested stochastic multivariate Gaussian models by studying their sample cross-correlation matrix on high dimensions. By performing nu…
A numerical recipe for the computation of stationary stochastic processes' autocorrelation function
Salvatore Miccichè
Many natural phenomena exhibit a stochastic nature that one attempts at modeling by using stochastic processes of different types. In this context, often one is interested in inves…
Nested partitions from hierarchical clustering statistical validation
Christian Bongiorno, Salvatore Miccichè, Rosario N. Mantegna
We develop a greedy algorithm that is fast and scalable in the detection of a nested partition extracted from a dendrogram obtained from hierarchical clustering of a multivariate s…
A primer on statistically validated networks
Salvatore Miccichè, Rosario Nunzio Mantegna
In this contribution we discuss some approaches of network analysis providing information about single links or single nodes with respect to a null hypothesis taking into account t…