Estimating a Directed Tree for Extremes
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Abstract (arXiv)
We propose a new method to estimate a root-directed spanning tree from extreme data. A prominent example is a river network, to be discovered from extreme flow measured at a set of stations. Our new algorithm utilizes qualitative aspects of a max-linear Bayesian network, which has been designed for modelling causality in extremes. The algorithm estimates bivariate scores and returns a root-directed spanning tree. It performs extremely well on benchmark data and new data. We prove that the new estimator is consistent under a max-linear Bayesian network model with noise. We also assess its strengths and limitations in a small simulation study.
Key facts. Cited by 5 papers in the map (data through 7 Oct 2026). Builds on 10 of its 70 references that are in the map. First posted on arXiv 11 Feb 2021.
Builds on
10 of 70 references.
References · 10
- 2018DAGs with NO TEARS: Continuous Optimization for Structure Learningcited by 745
- 2016Structure Learning in Graphical Modelingcited by 66
- 2019Causal discovery in heavy-tailed modelscited by 18
- 2015Extremes on river networkscited by 9
- 2020Structure learning for extremal tree modelscited by 6
- 2016A continuous updating weighted least squares estimator of tail dependence in high dimensionscited by 3
- 2017Tail dependence of recursive max-linear models with regularly varying noise variablescited by 3
- 2019Bayesian Networks for Max-linear Modelscited by 3
- 2019Estimating an Extreme Bayesian Network via Scalingscited by 2
- 2017Open storm: a complete framework for sensing and control of urban watershedscited by 1
Built on by
Citing papers per year: 2024: 2; 2025: 2; 2026: 1.
5 papers.
- 2024The Landscape of Causal Discovery Data: Grounding Causal Discovery in Real-World Applicationscited by 17
- 2025Unitless Unrestricted Markov-Consistent SCM Generation: Better Benchmark Datasets for Causal Discoverycited by 7
- 2024Sortability of Time Series Datacited by 3
- 2025Inference for max-linear Bayesian networks with noisecited by 1
- 2026Extrapolation in Statistical Learning with Extreme Value Theorycited by 1
- 2026Extrapolation in Statistical Learning with Extreme Value Theory3 May 2026
- 2025Inference for max-linear Bayesian networks with noise1 May 2025
- 2025Unitless Unrestricted Markov-Consistent SCM Generation: Better Benchmark Datasets for Causal Discovery21 Mar 2025
- 2024The Landscape of Causal Discovery Data: Grounding Causal Discovery in Real-World Applications2 Dec 2024
- 2024Sortability of Time Series Data18 Jul 2024