4 citations · 11 across the 14 of their papers we have counts for
3 papers · 1 filter
Latent Gaussian and Hüsler--Reiss Graphical Models with Golazo Penalty
Ignacio Echave-Sustaeta Rodríguez, Frank Röttger
The existence of latent variables in practical problems is common, for example when some variables are difficult or expensive to measure, or simply unknown. When latent variables a…
Graphical models for multivariate extremes
Sebastian Engelke, Manuel Hentschel, Michaël Lalancette +1
Graphical models in extremes have emerged as a diverse and quickly expanding research area in extremal dependence modeling. They allow for parsimonious statistical methodology and…
Modeling Extreme Events: Univariate and Multivariate Data-Driven Approaches
Gloria Buriticá, Manuel Hentschel, Olivier C. Pasche +2
This article summarizes the contribution of team genEVA to the EVA (2023) Conference Data Challenge. The challenge comprises four individual tasks, with two focused on univariate e…