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stat.ME2026
Benchmark of Likelihood-Free Inference Methods based on Neural and Optimal Transport Approaches
Samira Aka, Marie Kratz, Philippe Naveau
Simulation-based inference (SBI) has become an increasingly important framework for parameter estimation in models for which simulation is feasible, including cases where likelihoo…
stat.ME2025
Multivariate Discrete Generalized Pareto Distributions: Theory, Simulation, and Applications to Dry spells
Samira Aka, Marie Kratz, Philippe Naveau
This article extends the multivariate extreme value theory (MEVT) to discrete settings, focusing on the generalized Pareto distribution (GPD) as a foundational tool. The purpose of…