2 citations · 2 across the 1 of their papers we have counts for
2 papers
stat.ML2021★ 2 cited
Estimating a Directed Tree for Extremes
Ngoc Mai Tran, Johannes Buck, Claudia Klüppelberg
We propose a new method to estimate a root-directed spanning tree from extreme data. A prominent example is a river network, to be discovered from extreme flow measured at a set of…
math.ST2020
Recursive max-linear models with propagating noise
Johannes Buck, Claudia Klüppelberg
Recursive max-linear vectors model causal dependence between node variables by a structural equation model, expressing each node variable as a max-linear function of its parental n…