74 citations · 319 across the 18 of their papers we have counts for
24 papers
On some algorithms for estimation in Gaussian graphical models
Søren Højsgaard, Steffen Lauritzen
In Gaussian graphical models, the likelihood equations must typically be solved iteratively. We investigate two algorithms: A version of iterative proportional scaling which avoids…
Locally associated graphical models and mixed convex exponential families
Steffen Lauritzen, Piotr Zwiernik
The notion of multivariate total positivity has proved to be useful in finance and psychology but may be too restrictive in other applications. In this paper we propose a concept o…
Conditional Independence in Max-linear Bayesian Networks
Carlos Améndola, Claudia Klüppelberg, Steffen Lauritzen +1
Motivated by extreme value theory, max-linear Bayesian networks have been recently introduced and studied as an alternative to linear structural equation models. However, for max-l…
Harmonic Analysis of Symmetric Random Graphs
Steffen Lauritzen
This note attempts to understand graph limits as defined by Lovasz and Szegedy (2006)} in terms of harmonic analysis on semigroups. This is done by representing probability distrib…
Total positivity in exponential families with application to binary variables
Steffen Lauritzen, Caroline Uhler, Piotr Zwiernik
We study exponential families of distributions that are multivariate totally positive of order 2 (MTP2), show that these are convex exponential families, and derive conditions for…
Bayesian Networks for Max-linear Models
Claudia Klüppelberg, Steffen Lauritzen
We study Bayesian networks based on max-linear structural equations as introduced in Gissibl and Klüppelberg [16] and provide a summary of their independence properties. In particu…