4 papers · 1 filter
Algebraic statistics of Hüsler-Reiss graphical models in multivariate extremes
Carlos Améndola, Jane Ivy Coons, Alexandros Grosdos +1
The field of extreme value statistics is concerned with modeling and predicting rare events. In a Hüsler-Reiss graphical model, a graph represents extremal conditional independenc…
Identifiability in Graphical Discrete Lyapunov Models
Cecilie Olesen Recke, Sarah Lumpp, Nataliia Kushnerchuk +4
In this paper, we study discrete Lyapunov models, which consist of steady-state distributions of first-order vector autoregressive models. The parameter matrix of such a model enco…
Maximum Likelihood Degrees of Brownian Motion Tree Models: Star Trees and Root Invariance
Jane Ivy Coons, Shelby Cox, Aida Maraj +1
A Brownian motion tree (BMT) model is a Gaussian model whose associated set of covariance matrices is linearly constrained according to common ancestry in a phylogenetic tree. We s…
Mixtures of Discrete Decomposable Graphical Models
Yulia Alexandr, Jane Ivy Coons, Nils Sturma
We study mixtures of decomposable graphical models, focusing on their ideals and dimensions. For mixtures of clique stars, we characterize the ideals in terms of ideals of mixtures…