97 citations · 161 across the 22 of their papers we have counts for
24 papers
On E-Backtesting: Generalizations and Sample Size Determination
Dennis Oestmann, Thorsten Dickhaus
We present an approach for determining sample sizes required to detect underestimations of the expected shortfall with a prescribed power when applying the recently proposed e-back…
Estimation of the complexity of a network under a Gaussian graphical model
Nabaneet Das, Thorsten Dickhaus
The proportion of edges in a Gaussian graphical model (GGM) characterizes the complexity of its conditional dependence structure. Since edge presence corresponds to a nonzero entry…
Rescaled Bayes factors: a class of e-variables
Thorsten Dickhaus
A class of e-variables is introduced and analyzed. Some examples are presented.
Integrating Transformations in Probabilistic Circuits
Tom Schierenbeck, Vladimir Vutov, Thorsten Dickhaus +1
This study addresses the predictive limitation of probabilistic circuits and introduces transformations as a remedy to overcome it. We demonstrate this limitation in robotic scenar…
Regionalization approaches for the spatial analysis of extremal dependence
Justus Contzen, Thorsten Dickhaus, Gerrit Lohmann
The impact of an extreme climate event depends strongly on its geographical scale. Max-stable processes can be used for the statistical investigation of climate extremes and their…
On the closed-loop Volterra method for analyzing time series
Maryam Movahedifar, Thorsten Dickhaus
The main focus of this paper is to approximate time series data based on the closed-loop Volterra series representation. Volterra series expansions are a valuable tool for represen…