超越域可分性的条件独立性:Engelke和Hitz的讨论(2020)
Conditional Independence Beyond Domain Separability: Discussion of Engelke and Hitz (2020)
摘要:
我们祝贺Engelke和Hitz关于极端图形模型的发人深省的论文。本文的一个重要贡献是引入了一个新的定义条件独立的多元帕累托分布。在这里,我们概述了一般随机变量的支持是一个一般的集合Ω在多维实数空间中的独立性和条件独立性的建议。我们的建议包括作者的定义的条件独立性,和类似的定义的独立性作为特殊情况。通过使我们的建议独立于极值理论的背景,我们强调了作者的贡献超越这一特定背景的重要性。
英文摘要:
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.
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