3 papers
math.PR2025
On the asymptotics of extremal lp-blocks cluster inference
Gloria Buriticá, Olivier Wintenberger
Extremes occur in stationary regularly varying time series as short periods with several large observations, known as extremal blocks. We study cluster statistics summarizing the b…
stat.ME2024
Progression: an extrapolation principle for regression
Gloria Buriticá, Sebastian Engelke
The problem of regression extrapolation, or out-of-distribution generalization, arises when predictions are required at test points outside the range of the training data. In such…
stat.ME2024
Modeling Extreme Events: Univariate and Multivariate Data-Driven Approaches
Gloria Buriticá, Manuel Hentschel, Olivier C. Pasche +2
This article summarizes the contribution of team genEVA to the EVA (2023) Conference Data Challenge. The challenge comprises four individual tasks, with two focused on univariate e…