2 citations · 4 across the 2 of their papers we have counts for
2 papers
stat.ML2017★ 2 cited
Dependence Modeling in Ultra High Dimensions with Vine Copulas and the Graphical Lasso
Dominik Müller, Claudia Czado
To model high dimensional data, Gaussian methods are widely used since they remain tractable and yield parsimonious models by imposing strong assumptions on the data. Vine copulas…
stat.ME2017★ 2 cited
Selection of Sparse Vine Copulas in High Dimensions with the Lasso
Dominik Müller, Claudia Czado
We propose a novel structure selection method for high dimensional (d > 100) sparse vine copulas. Current sequential greedy approaches for structure selection require calculating s…