3 papers
stat.ME2026
Graph structure learning for stable processes
Florian Brück, Sebastian Engelke, Stanislav Volgushev
We introduce Ising-Hüsler-Reiss processes, a new class of multivariate Lévy processes that allows for sparse modeling of the path-wise conditional independence structure between ma…
math.ST2025
Composite goodness-of-fit test with the Kernel Stein Discrepancy and a bootstrap for degenerate U-statistics with estimated parameters
Florian Brück, Veronika Reimoser, Fabian Baier
This paper formally derives the asymptotic distribution of a goodness-of-fit test based on the Kernel Stein Discrepancy introduced in (Oscar Key et al., "Composite Goodness-of-fit…
stat.ME2025
Infinitely divisible priors for multivariate survival functions
Florian Brück
This article introduces a novel framework for nonparametric priors on real-valued random vectors, which can be viewed as a multivariate generalization of neutral-to-the right prior…