28 citations · 62 across the 5 of their papers we have counts for
4 papers · 1 filter
Extreme Conformal Prediction: Reliable Intervals for High-Impact Events
Olivier C. Pasche, Henry Lam, Sebastian Engelke
Conformal prediction is a popular method to construct prediction intervals with marginal coverage guarantees from black-box machine learning models. In applications with potentiall…
Modeling Extreme Events: Univariate and Multivariate Data-Driven Approaches
Gloria Buriticá, Manuel Hentschel, Olivier C. Pasche +2
This article summarizes the contribution of team genEVA to the EVA (2023) Conference Data Challenge. The challenge comprises four individual tasks, with two focused on univariate e…
Neural Networks for Extreme Quantile Regression with an Application to Forecasting of Flood Risk
Olivier C. Pasche, Sebastian Engelke
Risk assessment for extreme events requires accurate estimation of high quantiles that go beyond the range of historical observations. When the risk depends on the values of observ…
Causal Modelling of Heavy-Tailed Variables and Confounders with Application to River Flow
Olivier C. Pasche, Valérie Chavez-Demoulin, Anthony C. Davison
Confounding variables are a recurrent challenge for causal discovery and inference. In many situations, complex causal mechanisms only manifest themselves in extreme events, or tak…