6 papers
On extremes for Gaussian subordination
Shuyang Bai, Marie-Christine Duker
This paper investigates extreme value theory for processes obtained by applying transformations to stationary Gaussian processes, also called subordinated Gaussian processes. The m…
Structural Causal Models for Extremes: an Approach Based on Exponent Measures
Shuyang Bai, Fei Fang, Tiandong Wang
We introduce a new formulation of structural causal models for extremes, called the extremal structural causal model (eSCM). Unlike conventional structural causal models, where ran…
Multiple Extremal Integrals
Shuyang Bai, Jiemiao Chen
We introduce the notion of multiple extremal integrals as an extension of single extremal integrals, which have played important roles in extreme value theory. The multiple extrema…
Graph Canonical Correlation Analysis
Hongju Park, Shuyang Bai, Zhenyao Ye +3
Canonical correlation analysis (CCA) is a widely used technique for estimating associations between two sets of multi-dimensional variables. Recent advancements in CCA methods have…
A remarkable example on clustering of extremes for regularly-varying stochastic processes
Shuyang Bai, RafaÅ Kulik, Yizao Wang
The stable-regenerative multiple-stable model has been shown recently to have distinct candidate extremal index and extremal index. To understand further this rare phenomenon, two…
Empirical limit theorems for Wiener chaos
Shuyang Bai, Jiemiao Chen
We consider empirical measures in a triangular array setup with underlying distributions varying as sample size grows. We study asymptotic properties of multiple integrals with res…