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CC = Walter E. Washington Convention Center   M = Marriott Marquis Washington, DC
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Activity Details

237 Tue, 8/9/2022, 8:30 AM - 10:20 AM CC-203AB
Graphical Models and Causality in Extremes — Topic Contributed Papers
Section on Risk Analysis, Royal Statistical Society, IMS
Organizer(s): Chen Zhou, Erasmus University Rotterdam
Chair(s): Natalia Nolde, University of British Columbia
8:35 AM Total Positivity in Multivariate Extremes
Piotr Zwiernik, University of Toronto; Frank Röttger, Université de Genève; Sebastian Engelke, Université de Genève
8:55 AM Penalization-Based Inference for Extremal Graphical Models
Michael Lalancette, University of Toronto; Sebastian Engelke, Université de Genève; Stanislav Volgushev, University of Toronto
9:15 AM Fast Algorithm for Extreme Graphical Models
Chen Zhou, Erasmus University Rotterdam; Phyllis Wan, Erasmus University Rotterdam
9:35 AM Causal Structure Learning in Heavy-Tailed Models
Nicola Gnecco, University of Geneva; Sebastian Engelke, Université de Genève; Simon Chatelain, University of Geneva; Stanislav Volgushev, University of Toronto
9:55 AM Discussant: Sebastian Engelke, Université de Genève
10:15 AM Floor Discussion
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