Showing stat.MEShow all
3 papers · 1 filter
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…
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…
stat.ME2023
Distribution free MMD tests for model selection with estimated parameters
Florian Brück, Jean-David Fermanian, Aleksey Min
There exist some testing procedures based on the maximum mean discrepancy (MMD) to address the challenge of model specification. However, they ignore the presence of estimated para…