3 papers
stat.ML2026
A VAE Approach to Sample Multivariate Extremes
Nicolas Lafon, Philippe Naveau, Ronan Fablet
Generating accurate extremes from an observational data set is crucial when seeking to estimate risks associated with the occurrence of future extremes which could be larger than t…
stat.ME2025
Evaluation of binary classifiers for asymptotically dependent and independent extremes
Juliette Legrand, Philippe Naveau, Marco Oesting
Machine learning classification methods usually assume that all possible classes are sufficiently present within the training set. Due to their inherent rarities, extreme events ar…
stat.ME2024
An extended generalized Pareto regression model for count data
Touqeer Ahmad, Carlo Gaetan, Philippe Naveau
The statistical modeling of discrete extremes has received less attention than their continuous counterparts in the Extreme Value Theory (EVT) literature. One approach to the trans…