The angular measure on the unit sphere characterizes the first-order
dep...
A novel linear integration rule called control neighbors is
proposed in ...
The severity of multivariate extreme events is driven by the dependence
...
Graphical models with heavy-tailed factors can be used to model extremal...
A general theory is provided delivering convergence of maximal cyclicall...
Multivariate extreme value distributions are a common choice for modelli...
Driven by several successful applications such as in stochastic gradient...
Extreme U-statistics arise when the kernel of a U-statistic has a high d...
We study the joint occurrence of large values of a Markov random field o...
New Vapnik and Chervonkis type concentration inequalities are derived fo...
To quantify the dependence between two random vectors of possibly differ...
The angular measure on the unit sphere characterizes the first-order
dep...
Consider the problem of learning a large number of response functions
si...
Goodness-of-fit tests based on the empirical Wasserstein distance are
pr...
For multivariate distributions in the domain of attraction of a max-stab...
A Markov tree is a probabilistic graphical model for a random vector by ...
Monte Carlo integration with variance reduction by means of control vari...
The empirical beta copula is a simple but effective smoother of the empi...
We extend Robert McCann's treatment of the existence and uniqueness of a...
Identifying groups of variables that may be large simultaneously amounts...
A recommender system based on ranks is proposed, where an expert's ranki...
The use of control variates is a well-known variance reduction technique...