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Dependence Structure of Spatial Extremes Using Threshold Approach
Dependence Structure Spatial Extremes Threshold Approach
2012/11/23
The analysis of spatial extremes requires the joint modeling of a spatial process at a large number of stations and max-stable processes have been developed as a class of stochastic processes suitable...
TIGER: A Tuning-Insensitive Approach for Optimally Estimating Gaussian Graphical Models
TIGER Tuning-Insensitive Approach Optimally Estimating Gaussian Graphical Models
2012/11/22
We propose a new procedure for estimating high dimensional Gaussian graphical models. Our approach is asymptotically tuning-free and non-asymptotically tuning-insensitive: it requires very few efforts...