79 citations · 280 across the 39 of their papers we have counts for
3 papers · 1 filter
Structure learning for extremal tree models
Sebastian Engelke, Stanislav Volgushev
Extremal graphical models are sparse statistical models for multivariate extreme events. The underlying graph encodes conditional independencies and enables a visual interpretation…
Rank-based Estimation under Asymptotic Dependence and Independence, with Applications to Spatial Extremes
Michaël Lalancette, Sebastian Engelke, Stanislav Volgushev
Multivariate extreme value theory is concerned with modeling the joint tail behavior of several random variables. Existing work mostly focuses on asymptotic dependence, where the p…
An Analysis of Constant Step Size SGD in the Non-convex Regime: Asymptotic Normality and Bias
Lu Yu, Krishnakumar Balasubramanian, Stanislav Volgushev +1
Structured non-convex learning problems, for which critical points have favorable statistical properties, arise frequently in statistical machine learning. Algorithmic convergence…