Graphical models for extremes

S Engelke, AS Hitz - Journal of the Royal Statistical Society …, 2020 - academic.oup.com
graph G = ( V , E ) with nodes V = {1, …, d} and edge set E, we say that Y is an extremal
graphical model … 2 introduces background on extreme value theory and graphical models that is …

Graphical models for multivariate extremes

S Engelke, M Hentschel, M Lalancette… - arXiv preprint arXiv …, 2024 - arxiv.org
… extremes are presented in a unified way through graphical models for exponent … extremal
graphical models on simple graph structures, and the parametric class of Hüsler–Reiss models

Extreme-value graphical models with multiple covariates

H Yu, J Dauwels, P Jonathan - IEEE Transactions on Signal …, 2014 - ieeexplore.ieee.org
… demonstrated the utility of graphical models for spatial and spatio-temporal extremes. In this
paper, we aim to model extreme events with multiple covariates using graphical models. Our …

[PDF][PDF] Extremes and Graphical Models

S Asenova - 2023 - dial.uclouvain.be
… in the extreme value literature and our contribution is that we present other models and …
we need some introduction to extreme value theory and graphical models, limited to main …

Parametric and nonparametric symmetries in graphical models for extremes

F Röttger, JI Coons, A Grosdos - arXiv preprint arXiv:2306.00703, 2023 - arxiv.org
… approach to modeling high-dimensional data by exploiting symmetries in the model
parameters. In this work, we introduce the notion of coloring for extremal graphical models on …

Modeling spatio-temporal extreme events using graphical models

H Yu, J Dauwels - IEEE Transactions on Signal Processing, 2015 - ieeexplore.ieee.org
graphical models to capture the highly structured dependencies among the parameters of
extreme-… of the resulting non-Gaussian graphical model. The computational complexity of the …

Conditional Extremes with Graphical Models

A Farrell, EF Eastoe, C Lee - arXiv preprint arXiv:2411.17013, 2024 - arxiv.org
… Returning to multivariate extreme value models, we observe that there is a rich set of models
based on max-stable distributions and processes. Examples include the multivariate Pareto …

Modeling extreme events in spatial domain by copula graphical models

H Yu, Z Choo, WIT Uy, J Dauwels… - … on Information Fusion, 2012 - ieeexplore.ieee.org
… the extreme events. We first briefly review Gaussian graphical models, and subsequently,
the special case of thin-membrane models. Next, we elaborate on generalized thin-membrane …

Graphical models for infinite measures with applications to extremes and L\'evy processes

S Engelke, J Ivanovs, K Strokorb - arXiv preprint arXiv:2211.15769, 2022 - arxiv.org
… recent approaches to graphical modeling in the fields of extreme value analysis and Lévy
processes. Our results for the corresponding undirected and directed graphical models lay the …

Spatio-temporal graphical models for extreme events

H Yu, L Zhang, J Dauwels - 2014 IEEE International …, 2014 - ieeexplore.ieee.org
… In Section II, we present the proposed spatio-temporal model for extreme events. We …
MODELS In this section, we present the proposed spatio-temporal graphical model for extreme