Max-linear models on directed acyclic graphs

DOI10.3150/17-BEJ941zbMath1419.62138arXiv1512.07522OpenAlexW2962966715MaRDI QIDQ1708981

Nadine Gissibl, Claudia Klüppelberg

Publication date: 27 March 2018

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1512.07522

zbMATH Keywords

directed acyclic graphminimal representationgraphical modelstructural equation modelpath analysismax-linear model

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Applications of graph theory (05C90)

Related Items (14)

Causal discovery in heavy-tailed models ⋮ Max-linear models in random environment ⋮ Estimating an extreme Bayesian network via scalings ⋮ \(k\)-means clustering of extremes ⋮ Modern Extreme Value Theory at the Interface of Risk Management, Bayesian Networks and Heavy-Tailed Time Series ⋮ Causality in extremes of time series ⋮ Extremes of Markov random fields on block graphs: max-stable limits and structured Hüsler-Reiss distributions ⋮ Causal modelling of heavy-tailed variables and confounders with application to river flow ⋮ Inference on extremal dependence in the domain of attraction of a structured Hüsler-Reiss distribution motivated by a Markov tree with latent variables ⋮ Recursive max-linear models with propagating noise ⋮ Nonparametric Analysis of Extremes on Web Graphs: PageRank Versus Max-Linear Model ⋮ Discrete max-linear Bayesian networks ⋮ One- versus multi-component regular variation and extremes of Markov trees ⋮ Conditional independence in max-linear Bayesian networks

Uses Software

• TETRAD

Cites Work

• CAM: causal additive models, high-dimensional order search and penalized regression
• A systolic array algorithm for the algebraic path problem (shortest paths; matrix inversion)
• Causation, prediction, and search
• Causal inference in partially linear structural equation models
• Conditional sampling for spectrally discrete max-stable random fields
• Max-linear Systems: Theory and Algorithms
• Independence properties of directed markov fields
• The Method of Path Coefficients
• Bayesian Networks
• Heavy-Tail Phenomena
• The Transitive Reduction of a Directed Graph
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