9 citations · 20 across the 4 of their papers we have counts for
8 papers
Heavy-tailed Representations, Text Polarity Classification & Data Augmentation
Hamid Jalalzai, Pierre Colombo, Chloé Clavel +4
The dominant approaches to text representation in natural language rely on learning embeddings on massive corpora which have convenient properties such as compositionality and dist…
A Multivariate Extreme Value Theory Approach to Anomaly Clustering and Visualization
Maël Chiapino, Stéphan Clémençon, Vincent Feuillard +1
In a wide variety of situations, anomalies in the behaviour of a complex system, whose health is monitored through the observation of a random vector X = (X1,. .. , X d) valued in…
Principal Component Analysis for Multivariate Extremes
Holger Drees, Anne Sabourin
The first order behavior of multivariate heavy-tailed random vectors above large radial thresholds is ruled by a limit measure in a regular variation framework. For a high dimensio…
Identifying groups of variables with the potential of being large simultaneously
Maël Chiapino, Anne Sabourin, Johan Segers
Identifying groups of variables that may be large simultaneously amounts to finding out which joint tail dependence coefficients of a multivariate distribution are positive. The as…
Max K-armed bandit: On the ExtremeHunter algorithm and beyond
Mastane Achab, Stephan Clémençon, Aurélien Garivier +2
This paper is devoted to the study of the max K-armed bandit problem, which consists in sequentially allocating resources in order to detect extreme values. Our contribution is two…
Sparse Representation of Multivariate Extremes with Applications to Anomaly Ranking
Nicolas Goix, Anne Sabourin, Stéphan Clémençon
Extremes play a special role in Anomaly Detection. Beyond inference and simulation purposes, probabilistic tools borrowed from Extreme Value Theory (EVT), such as the angular measu…