Sparsity in Multivariate Extremes with Applications to Anomaly Detection

21 July 2015

Papers citing "Sparsity in Multivariate Extremes with Applications to Anomaly Detection"

11 / 11 papers shown

Title
Multi-site modelling and reconstruction of past extreme skew surges along the French Atlantic coast Nathan Huet Philippe Naveau Anne Sabourin 22 0 0 01 May 2025
Multivariate generalized Pareto distributions along extreme directions Anas Mourahib A. Kiriliouk Johan Segers 29 3 0 08 Nov 2023
Regular Variation in Hilbert Spaces and Principal Component Analysis for Functional Extremes Stéphan Clémenccon Nathan Huet Anne Sabourin 36 5 0 02 Aug 2023
Kernel PCA for multivariate extremes Marco Avella-Medina Richard A. Davis G. Samorodnitsky 37 4 0 23 Nov 2022
The tropical geometry of causal inference for extremes N. Tran CML 27 4 0 20 Jul 2022
Tail inverse regression for dimension reduction with extreme response Anass Aghbalou Franccois Portier Anne Sabourin Chen Zhou 24 7 0 30 Jul 2021
Spherical clustering in detection of groups of concomitant extremes V. Fomichov J. Ivanovs 42 6 0 23 Oct 2020
A Multivariate Extreme Value Theory Approach to Anomaly Clustering and Visualization Maël Chiapino Stéphan Clémençon Vincent Feuillard Anne Sabourin 26 11 0 17 Jul 2019
Sparse regular variation Nicolas Meyer Olivier Wintenberger 18 22 0 01 Jul 2019
Principal Component Analysis for Multivariate Extremes H. Drees Anne Sabourin 23 44 0 26 Jun 2019
Models for dependent extremes using stable mixtures Anne-Laure Fougères J. P. Nolan Holger Rootzén 109 62 0 15 Nov 2007