4 papers · 1 filter
Algebraic statistics of Hüsler-Reiss graphical models in multivariate extremes
Carlos Améndola, Jane Ivy Coons, Alexandros Grosdos +1
The field of extreme value statistics is concerned with modeling and predicting rare events. In a Hüsler-Reiss graphical model, a graph represents extremal conditional independenc…
Extremal conditional independence for Hüsler-Reiss distributions via modular functions
Karel Devriendt, Ignacio Echave-Sustaeta RodrÃguez, Frank Röttger
We study extremal conditional independence for Hüsler-Reiss distributions, which is a parametric subclass of multivariate Pareto distributions. As the main contribution, we introd…
Optimal designs for discrete choice models via graph Laplacians
Frank Röttger, Thomas Kahle, Rainer Schwabe
In discrete choice experiments, the information matrix depends on the model parameters. Therefore designing optimally informative experiments for arbitrary initial parameters often…
The geometry of Gaussian double Markovian distributions
Tobias Boege, Thomas Kahle, Andreas Kretschmer +1
Gaussian double Markovian models consist of covariance matrices constrained by a pair of graphs specifying zeros simultaneously in the covariance matrix and its inverse. We study t…