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07/28/2023
Extremal Dependence of Moving Average Processes Driven by Exponential-Tailed Lévy Noise
Moving average processes driven by exponential-tailed Lévy noise are imp...
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01/20/2023
Asymmetric dependence in hydrological extremes
Extremal dependence describes the strength of correlation between the la...
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11/28/2022
Graphical models for infinite measures with applications to extremes and Lévy processes
Conditional independence and graphical models are well studied for proba...
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10/25/2022
Statistical Inference for Hüsler-Reiss Graphical Models Through Matrix Completions
The severity of multivariate extreme events is driven by the dependence ...
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08/16/2022
Neural Networks for Extreme Quantile Regression with an Application to Forecasting of Flood Risk
Risk assessment for extreme events requires accurate estimation of high ...
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05/11/2022
Modeling panels of extremes
Extreme value applications commonly employ regression techniques to capt...
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01/30/2022
Extremal Random Forests
Classical methods for quantile regression fail in cases where the quanti...
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12/29/2021
Total positivity in multivariate extremes
Positive dependence is present in many real world data sets and has appe...
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11/01/2021
Concentration bounds for the extremal variogram
In extreme value theory, the extremal variogram is a summary of the tail...
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10/30/2021
Modelling and simulating spatial extremes by combining extreme value theory with generative adversarial networks
Modelling dependencies between climate extremes is important for climate...
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10/13/2021
Estimation and Inference of Extremal Quantile Treatment Effects for Heavy-Tailed Distributions
Causal inference for extreme events has many potential applications in f...
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06/11/2021
Distributionally robust tail bounds based on Wasserstein distance and f-divergence
In this work, we provide robust bounds on the tail probabilities and the...
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03/01/2021
Gradient boosting for extreme quantile regression
Extreme quantile regression provides estimates of conditional quantiles ...
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12/11/2020
Structure learning for extremal tree models
Extremal graphical models are sparse statistical models for multivariate...
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08/07/2020
Rank-based Estimation under Asymptotic Dependence and Independence, with Applications to Spatial Extremes
Multivariate extreme value theory is concerned with modeling the joint t...
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04/25/2020
Sparse Structures for Multivariate Extremes
Extreme value statistics provides accurate estimates for the small occur...
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08/14/2019
Causal discovery in heavy-tailed models
Causal questions are omnipresent in many scientific problems. While much...
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12/11/2018
Synergy Effect between Convolutional Neural Networks and the Multiplicity of SMILES for Improvement of Molecular Prediction
In our study, we demonstrate the synergy effect between convolutional ne...
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12/04/2018
Graphical Models for Extremes
Conditional independence, graphical models and sparsity are key notions ...
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08/29/2018
Extreme Value Theory for Open Set Classification - GPD and GEV Classifiers
Classification tasks usually assume that all possible classes are presen...
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03/12/2018
Extremal dependence of random scale constructions
A bivariate random vector can exhibit either asymptotic independence or ...
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12/28/2017
