2 papers
stat.ME2025
Generative modelling of multivariate geometric extremes using normalising flows
Lambert De Monte, Raphaël Huser, Ioannis Papastathopoulos +1
Leveraging the recently emerging geometric approach to multivariate extremes and the flexibility of normalising flows on the hypersphere, we propose a principled deep-learning-base…
stat.ME2025
Statistical inference for radial generalized Pareto distributions and return sets in geometric extremes
Ioannis Papastathopoulos, Lambert de Monte, Ryan Campbell +1
We use a functional analogue of the quantile function for probability measures on to characterize a novel limit Poisson point process for radially recentred and resc…