4 papers
Modeling extremal dependence in multivariate and spatial problems: a practical perspective
Boris Beranger, Simone A. Padoan
From environmental sciences to finance, there is a growing demand for methods that can assess the risks of extreme events beyond those observed in available data. Extrapolating ext…
Analysing symbolic data by pseudo-marginal methods
Yu Yang, Matias Quiroz, Boris Beranger +2
Symbolic data analysis (SDA) aggregates large individual-level datasets into a small number of distributional summaries, such as random rectangles or random histograms. The inferen…
Parsimonious Factor Models for Asymmetric Dependence in Multivariate Extremes
Pavel Krupskii, Boris Béranger
Modelling multivariate extreme events is essential when extrapolating beyond the range of observed data. Parametric models that are suitable for real-world extremes must be flexibl…
Fast and flexible inference for spatial extremes
Peng Zhong, Scott A. Sisson, Boris Beranger
Statistical modelling of spatial extreme events has gained increasing attention over the last few decades with max-stable processes, and more recently -Pareto processes, becomin…