Výsledky vyhledávání - "Gissibl, Nadine"

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Identifiability and estimation of recursive max-linear models

Autor: Gissibl, Nadine, Klüppelberg, Claudia, Lauritzen, Steffen

We address the identifiablity and estimation of recursive max-linear structural equation models represented by an edge weighted directed acyclic graph (DAG). Such models are generally unidentifiable and we identify the whole class of DAGs and edge we

Externí odkaz: http://arxiv.org/abs/1901.03556

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Tail dependence of recursive max-linear models with regularly varying noise variables

Autor: Gissibl, Nadine, Klüppelberg, Claudia, Otto, Moritz

Recursive max-linear structural equation models with regularly varying noise variables are considered. Their causal structure is represented by a directed acyclic graph (DAG). The problem of identifying a recursive max-linear model and its associated

Externí odkaz: http://arxiv.org/abs/1701.07351

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Max-linear models on directed acyclic graphs

Autor: Gissibl, Nadine, Klüppelberg, Claudia

We consider a new recursive structural equation model where all variables can be written as max-linear function of their parental node variables and independent noise variables. The model is max-linear in terms of the noise variables, and its causal

Externí odkaz: http://arxiv.org/abs/1512.07522

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Using proper divergence functions to evaluate climate models

Autor: Thorarinsdottir, Thordis L., Gneiting, Tilmann, Gissibl, Nadine

It has been argued persuasively that, in order to evaluate climate models, the probability distributions of model output need to be compared to the corresponding empirical distributions of observed data. Distance measures between probability distribu

Externí odkaz: http://arxiv.org/abs/1301.5927

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