3 papers
math.ST2026
Geometric extremal graphical models and coefficients of extremal dependence on block graphs
Ioannis Papastathopoulos, Jennifer Wadsworth
We introduce the concept of geometric extremal graphical models, which are defined through the gauge function of the limit set obtained from suitably scaled random vectors in light…
stat.ME2025
Generative modelling of multivariate geometric extremes using normalising flows
Lambert De Monte, Raphaël Huser, Ioannis Papastathopoulos +1
Leveraging the recently emerging geometric approach to multivariate extremes and the flexibility of normalising flows on the hypersphere, we propose a principled deep-learning-base…
stat.ME2025
Statistical inference for radial generalized Pareto distributions and return sets in geometric extremes
Ioannis Papastathopoulos, Lambert de Monte, Ryan Campbell +1
We use a functional analogue of the quantile function for probability measures on to characterize a novel limit Poisson point process for radially recentred and resc…