3 papers
math.ST2026
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 independence…
math.ST2026
Extremal conditional independence for Hüsler-Reiss distributions via modular functions
Karel Devriendt, Ignacio Echave-Sustaeta Rodríguez, 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 introdu…
stat.ME2025
Extremes of structural causal models
Sebastian Engelke, Nicola Gnecco, Frank Röttger
The behavior of extreme observations is well-understood for time series or spatial data, but little is known if the data generating process is a structural causal model (SCM). We s…