163 citations · 237 across the 9 of their papers we have counts for
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stat.ME2017
A general framework for data-driven uncertainty quantification under complex input dependencies using vine copulas
E. Torre, S. Marelli, P. Embrechts +1
Systems subject to uncertain inputs produce uncertain responses. Uncertainty quantification (UQ) deals with the estimation of statistics of the system response, given a computation…
stat.ME2016★ 1 cited
Hawkes graphs
Paul Embrechts, Matthias Kirchner
This paper introduces the Hawkes skeleton and the Hawkes graph. These objects summarize the branching structure of a multivariate Hawkes point process in a compact, yet meaningful…