3 papers
stat.AP2025
Multi-site modelling and reconstruction of past extreme skew surges along the French Atlantic coast
Nathan Huet, Philippe Naveau, Anne Sabourin
Appropriate modelling of extreme skew surges is crucial, particularly for coastal risk management. Our study focuses on modelling extreme skew surges along the French Atlantic coas…
math.ST2023
Regular Variation in Hilbert Spaces and Principal Component Analysis for Functional Extremes
Stephan Clémençon, Nathan Huet, Anne Sabourin
Motivated by the increasing availability of data of functional nature, we develop a general probabilistic and statistical framework for extremes of regularly varying random element…
stat.ML2023
On Regression in Extreme Regions
Stephan Clémençon, Nathan Huet, Anne Sabourin
We establish a statistical learning theoretical framework aimed at extrapolation, or out-of-domain generalization, on the unobserved tails of covariates in continuous regression pr…