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Representations of max-stable processes based on single extreme events
extreme value statistics incremental representation max-stable process mixed moving maxima peaks-over-threshold weak convergence on function space
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2012/11/23
This paper provides the basis for new methods of inference for max-stable processes \xi\ on general spaces that admit a certain incremental representation, which, in important cases, has a much simple...
Augment-and-Conquer Negative Binomial Processes
Augment-and-Conquer Negative Binomial Processes
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2012/11/22
By developing data augmentation methods unique to the negative binomial (NB) distribution, we unite seemingly disjoint count and mixture models under the NB process framework. We develop fundamental p...