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Spectral learning of multivariate extremes
We propose a spectral clustering algorithm for analyzing the dependence structure of multivariate extremes.
On the Robustness to Misspecification of $α$-Posteriors and Their Variational Approximations
To make this point, we derive a Bernstein-von Mises theorem showing convergence in total variation distance of $\alpha$-posteriors and their variational approximations to limiting Gaussian distributions.
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