2 papers
stat.ME2026
Design-Life Levels for Environmental Extremes: A Dependence-Aware Block-Maxima Workflow for Severity and Persistence
Tuoyuan Cheng, Xiao Peng, Achmad Choiruddin +2
Environmental risk assessment often asks how large the maximum discharge, flood, or insured loss may become over a design life rather than in a single year. In environmental record…
cs.LG2025
Vine Copulas as Differentiable Computational Graphs
Tuoyuan Cheng, Thibault Vatter, Thomas Nagler +1
Vine copulas are sophisticated models for multivariate distributions and are increasingly used in machine learning. To facilitate their integration into modern ML pipelines, we int…