27 citations · 64 across the 13 of their papers we have counts for
16 papers
Information-geometry-driven graph sequential growth
Harry T. Bond, Bertrand Gauthier, Kirstin Strokorb
We investigate the properties of a class of regularisation-free approaches for Gaussian graphical inference based on the information-geometry-driven sequential growth of initially…
Graphical models for infinite measures with applications to extremes
Sebastian Engelke, Jevgenijs Ivanovs, Kirstin Strokorb
Conditional independence and graphical models are well studied for probability distributions on product spaces. We propose a new notion of conditional independence for any measure…
Stochastic ordering in multivariate extremes
Michela Corradini, Kirstin Strokorb
The article considers the multivariate stochastic orders of upper orthants, lower orthants and positive quadrant dependence (PQD) among simple max-stable distributions and their ex…
Comparative evaluation of point process forecasts
Jonas Brehmer, Tilmann Gneiting, Marcus Herrmann +3
Stochastic models of point patterns in space and time are widely used to issue forecasts or assess risk, and often they affect societally relevant decisions. We adapt the concept o…
Extremal independence old and new
Kirstin Strokorb
On 12 February 2020 the Royal Statistical Society hosted a meeting to discuss the forthcoming paper ``Graphical models for extremes'' by Sebastian Engelke and Adrien Hitz [arXiv:18…
Why scoring functions cannot assess tail properties
Jonas Brehmer, Kirstin Strokorb
Motivated by the growing interest in sound forecast evaluation techniques with an emphasis on distribution tails rather than average behaviour, we investigate a fundamental questio…