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math.ST2024
Multivariate extreme value theory
Philippe Naveau, Johan Segers
When passing from the univariate to the multivariate setting, modelling extremes becomes much more intricate. In this introductory exposition, classical multivariate extreme value…
stat.ML2024
Sliced-Wasserstein Estimation with Spherical Harmonics as Control Variates
Rémi Leluc, Aymeric Dieuleveut, François Portier +2
The Sliced-Wasserstein (SW) distance between probability measures is defined as the average of the Wasserstein distances resulting for the associated one-dimensional projections. A…