… extremes are presented in a unified way through graphicalmodels for exponent … extremal graphicalmodels on simple graph structures, and the parametric class of Hüsler–Reiss models …
H Yu, J Dauwels, P Jonathan - IEEE Transactions on Signal …, 2014 - ieeexplore.ieee.org
… demonstrated the utility of graphicalmodels for spatial and spatio-temporal extremes. In this paper, we aim to modelextreme events with multiple covariates using graphicalmodels. Our …
… in the extreme value literature and our contribution is that we present other models and … we need some introduction to extreme value theory and graphicalmodels, limited to main …
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 graphicalmodels on …
H Yu, J Dauwels - IEEE Transactions on Signal Processing, 2015 - ieeexplore.ieee.org
… graphicalmodels to capture the highly structured dependencies among the parameters of extreme-… of the resulting non-Gaussian graphicalmodel. The computational complexity of the …
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 …
H Yu, Z Choo, WIT Uy, J Dauwels… - … on Information Fusion, 2012 - ieeexplore.ieee.org
… the extreme events. We first briefly review Gaussian graphicalmodels, and subsequently, the special case of thin-membrane models. Next, we elaborate on generalized thin-membrane …
S Engelke, J Ivanovs, K Strokorb - arXiv preprint arXiv:2211.15769, 2022 - arxiv.org
… recent approaches to graphicalmodeling in the fields of extreme value analysis and Lévy processes. Our results for the corresponding undirected and directed graphicalmodels lay the …
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 graphicalmodel for extreme …