23.02.2022 17:00 Kailun Zhu (TU Delft):
Regular vines with strongly chordal pattern of conditional independenceOnline: attend (Meeting ID: 674 7990 5618; Passcode: 139119)

In this talk the relationship between strongly chordal graphs and m-saturated vines (regular vines with certain nodes removed or assigned with independence copula) is proved. Moreover, an algorithm to construct an m-saturated vine structure corresponding to a strongly chordal graph is provided. When the underlying data is sparse this approach leads to improvements in an estimation process as compared to current heuristic methods. Furthermore due to reduction of model complexity it is possible to evaluate all vine structures as well as to fit non-simplified vines.