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VERSION:2.0
PRODID:https://murmitoyen.com/events/vanille/udem/
X-WR-TIMEZONE:America/Montreal
BEGIN:VEVENT
UID:69db5fa8e6530
DTSTAMP:20260412T050232
DTSTART:20170907T153000
SEQUENCE:0
TRANSP:OPAQUE
DTEND:20170907T153000
URL:https://murmitoyen.com/events/vanille/udem/detail/780351-can-we-identif
 y-a-max-linear-model-on-a-directed-acyclic-graph-by-the-tail-correlation-m
 atrix
LOCATION:Université McGill – Burnside Hall\, 805\, rue Sherbrooke Ouest\
 , Montréal\, QC\, Canada\, H3A 0B9
SUMMARY:Can we identify a max-linear model on a directed acyclic graph by t
 he tail correlation matrix?
DESCRIPTION:We investigate multivariate regularly varying random vectors wi
 th discrete spectral measure induced by a directed acyclic graph (DAG). Th
 e tail dependence coefficient measures extreme dependence between two vect
 or components\, and we investigate how the matrix of tail dependence coeff
 icients can be used to identify the full dependence structure of the rando
 m vector on a DAG or even the DAG itself. Furthermore\, we estimate the di
 stributional model by the matrix of empirical tail dependence coefficients
 . From these observations we want to infer the causal dependence structure
  in the data. This is joint work with Nadine Gissibl and Moritz Otto. 
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TZID:America/Montreal
X-LIC-LOCATION:America/Montreal
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