论文标题

有条件的独立性超出领域的可分离性:对恩格尔克和希茨的讨论(2020)

Conditional Independence Beyond Domain Separability: Discussion of Engelke and Hitz (2020)

论文作者

Zhang, Yuexia, Wang, Linbo

论文摘要

我们祝贺恩格尔克(Engelke)和希茨(Hitz)发表了发人深省的论文,内容涉及极端图形模型。本文的关键贡献是引入了对多元帕累托分布的有条件独立性的新颖定义。在这里,我们概述了一般随机变量的独立性和有条件独立性的建议,该变量是多维实际数字空间中的一般欧米茄。我们的建议包括作者对有条件独立性的定义,以及对独立性的类似定义作为特殊情况。通过使我们的建议独立于极值理论的背景,我们强调了作者在这种特定背景之外的贡献的重要性。

We congratulate Engelke and Hitz on a thought-provoking paper on graphical models for extremes. A key contribution of the paper is the introduction of a novel definition of conditional independence for a multivariate Pareto distribution. Here, we outline a proposal for independence and conditional independence of general random variables whose support is a general set Omega in multidimensional real number space. Our proposal includes the authors' definition of conditional independence, and the analogous definition of independence as special cases. By making our proposal independent of the context of extreme value theory, we highlight the importance of the authors' contribution beyond this particular context.

扫码加入交流群

加入微信交流群

微信交流群二维码

扫码加入学术交流群,获取更多资源