1 citations · 1 across the 5 of their papers we have counts for
7 papers
Causal Discovery in Multivariate Extremes with a Hydrological Analysis of Swiss River Discharges
Linda Mhalla, Valérie Chavez-Demoulin, Philippe Naveau
Causal asymmetry is based on the principle that an event is a cause only if its absence would not have been a cause. From there, uncovering causal effects becomes a matter of compa…
Causality and extremes
Valérie Chavez-Demoulin, Linda Mhalla
In this work, we summarize the state-of-the-art methods in causal inference for extremes. In a non-exhaustive way, we start by describing an extremal approach to quantile treatment…
Detecting causal covariates for extreme dependence structures
Juraj Bodik, Linda Mhalla, Valérie Chavez-Demoulin
Determining the causes of extreme events is a fundamental question in many scientific fields. An important aspect when modelling multivariate extremes is the tail dependence. In ap…
Climate-Related Disasters and the Death Toll
Valerie Chavez-Demoulin, Eric Jondeau, Linda Mhalla
With climate change accelerating, the frequency of climate disasters is expected to increase in the decades to come. There is ongoing debate as to how different climatic regions wi…
Bayesian space-time gap filling for inference on extreme hot-spots: an application to Red Sea surface temperatures
Daniela Castro-Camilo, Linda Mhalla, Thomas Opitz
We develop a method for probabilistic prediction of extreme value hot-spots in a spatio-temporal framework, tailored to big datasets containing important gaps. In this setting, dir…
Causal mechanism of extreme river discharges in the upper Danube basin network
Linda Mhalla, Valérie Chavez-Demoulin, Debbie J. Dupuis
Extreme hydrological events in the Danube river basin may severely impact human populations, aquatic organisms, and economic activity. One often characterizes the joint structure o…
Exceedance-based nonlinear regression of tail dependence
Linda Mhalla, Thomas Opitz, Valérie Chavez-Demoulin
The probability and structure of co-occurrences of extreme values in multivariate data may critically depend on auxiliary information provided by covariates. In this contribution,…