On the use of graphical models to model extreme events with multiple covariates

• Main Author: Cheng, Jingjing.
• Other Authors: Justin Dauwels
• Format: Final Year Project
• Language: English
• Published: 2013
• Subjects: DRNTU::Engineering
• Online Access: http://hdl.handle.net/10356/54322
• Institution: Nanyang Technological University

Gaussian graphical models are widely used for modelling the covariates dependence of extreme events. Most extreme events are physical process that has underlying mechanism, which depends on certain covariate factors. Hence, modelling covariate dependence would significantly enhance the accuracy of e...