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Valid Uncertainty Quantification for Extremal Graph Structure
Sourced from the work of Sebastian Engelke, Michael Lalancette, Stanislav Volgushev
§ Problem Statement
Setup
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§ Discussion
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§ Significance & Implications
§ Known Partial Results
§ References
[1]
Learning extremal graphical structures in high dimensions
Sebastian Engelke, Michael Lalancette, Stanislav Volgushev (2021)
Annals of Statistics (to appear)
📍 Section 7 (Extensions and future work), unnumbered paragraph beginning “Another highly promising direction for future research is uncertainty quantification for the estimated graph…”, p. 24
Source paper where this problem appears.