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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…