[Statlist] Next talk: Monday, September 28, 2015 with Claudia Klüppelberg (Technische Universität München)

[Maurer Letizia]

ETH and University of Zurich

Organisers:
Proff. P. Bühlmann - L. Held - T. Hothorn - M. Maathuis - S. van de Geer - M. Wolf
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We are glad to announce the following talk:

Monday, September 28, 2015 at 11.00h   ETH Zurich HG G 19.1
with Claudia Klüppelberg (Technische Universität München)
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Title:

Extremes on directed acyclic graphs

Abstract:

We consider a new max-linear structural equation model, where all random variables can be written as a max-linear function of their parents and noise terms. For the corresponding graph we assume that it is a DAG. We present basic probabilistic results of our model; in particular we characterise those max-linear random vectors, which originate in a max-linear structural equation model and are, hence, max-linear distributions on DAGs. We also determine the minimal DAG corresponding to the max-linear structural equation model. As an example we consider the structural equation model with max-stable noise variables, resulting in a max-stable max-linear DAG. This is joint work with Nadine Gissibl. 

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This abstract is also to be found under the following link: http://stat.ethz.ch/events/research_seminar <http://stat.ethz.ch/events/research_seminar>
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