Sparse Structures for Multivariate Extremes

25 April 2020

Papers citing "Sparse Structures for Multivariate Extremes"

16 / 16 papers shown

Title
Extreme Conformal Prediction: Reliable Intervals for High-Impact Events Olivier C. Pasche Henry Lam Sebastian Engelke 55 0 0 13 May 2025
On estimation and order selection for multivariate extremes via clustering Shiyuan Deng He Tang Shuyang Bai 37 0 0 20 Jun 2024
Extremal graphical modeling with latent variables via convex optimization Sebastian Engelke Armeen Taeb 36 2 0 14 Mar 2024
Multivariate generalized Pareto distributions along extreme directions Anas Mourahib A. Kiriliouk Johan Segers 47 3 0 08 Nov 2023
Regular Variation in Hilbert Spaces and Principal Component Analysis for Functional Extremes Stéphan Clémenccon Nathan Huet Anne Sabourin 49 5 0 02 Aug 2023
Extremes in High Dimensions: Methods and Scalable Algorithms Johannes Lederer M. Oesting 31 10 0 07 Mar 2023
Decomposable Tail Graphical Models Adrian Casey I. Papastathopoulos 19 2 0 10 Feb 2023
Kernel PCA for multivariate extremes Marco Avella-Medina Richard A. Davis G. Samorodnitsky 50 4 0 23 Nov 2022
Regression modelling of spatiotemporal extreme U.S. wildfires via partially-interpretable neural networks J. Richards Raphael Huser 33 13 0 16 Aug 2022
The tropical geometry of causal inference for extremes N. Tran CML 43 4 0 20 Jul 2022
Total positivity in multivariate extremes Frank Rottger Sebastian Engelke Piotr Zwiernik 45 20 0 29 Dec 2021
Modelling and simulating spatial extremes by combining extreme value theory with generative adversarial networks Younes Boulaguiem Jakob Zscheischler Edoardo Vignotto K. Wiel Sebastian Engelke 32 3 0 30 Oct 2021
Tail inverse regression for dimension reduction with extreme response Anass Aghbalou Franccois Portier Anne Sabourin Chen Zhou 39 7 0 30 Jul 2021
Spherical clustering in detection of groups of concomitant extremes V. Fomichov J. Ivanovs 53 6 0 23 Oct 2020
Sparse regular variation Nicolas Meyer Olivier Wintenberger 41 22 0 01 Jul 2019
Principal Component Analysis for Multivariate Extremes H. Drees Anne Sabourin 41 44 0 26 Jun 2019