13 citations · 48 across the 23 of their papers we have counts for
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stat.ML2016★ 13 cited
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…
math.PR2016
Marginal standardization of upper semicontinuous processes. with application to max-stable processes
Anne Sabourin, Johan Segers
Extreme-value theory for random vectors and stochastic processes with continuous trajectories is usually formulated for random objects all of whose univariate marginal distribution…