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Paul Embrechts, Claudia Klüppelberg, and Thomas Mikosch
Modern extreme value theory at the interface of risk management, Bayesian networks and heavy-tailed time series
Preprint
2022
Mar
Shi, Hongjian; Drton, Mathias; Han, Fang
Distribution-Free Consistent Independence Tests via Center-Outward Ranks and Signs
Journal of the American Statistical Association
2022
117
537
Apr
395-410
Wenyu Chen; Mathias Drton; Ali Shojaie
Definite Non-Ancestral Relations and Structure Learning
8th Causal Inference Workshop at UAI (causalUAI 2021)
2021
David Strieder, Tobias Freidling, Stefan Haffner, Mathias Drton
Confidence in causal discovery with linear causal models
1217-1226
Proceedings of the Thirty-Seventh Conference on Uncertainty in Artificial Intelligence
2021
Carsten Chong
High-frequency analysis of parabolic stochastic {PDE}s with multiplicative noiseHigh-frequency analysis of parabolic stochastic PDEs with multiplicative noise: Part I
Preprint
2019
Carsten Chong, Thomas Delerue, Guoying Li
Mixed semimartingales: Volatility estimation in the presence of rough noise
Preprint
2021
Dec
Drton, Mathias; Kuriki, Satoshi; Hoff, Peter
Existence and uniqueness of the Kronecker covariance MLE
The Annals of Statistics
2021
49
5
Oct
2721-2754
Yu, Shiqing;Drton, Mathias;Promislow, Daniel E. L.;Shojaie, Ali
CorDiffViz: an R package for visualizing multi-omics differential correlation networks
BMC Bioinformatics
2021
22
1
Oct
1-12
Ngoc Mai Tran, Johannes Buck, Claudia Klüppelberg
Estimating a Latent Tree for Extremes
Preprint
2021
Amendola, C., Dettling, P., Drton, M., Onori,F., and Wu, J.
Structure Learning for Cyclic Linear Causal Models
Proceedings of Machine Learning Research (PMLR)
2020
124
Aug
999-1008
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