Sparsity in Multivariate Extremes with Applications to Anomaly Detection

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Sparsity in Multivariate Extremes with Applications to Anomaly Detection

21 July 2015

Stephan Clémençon

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

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Title
Multi-site modelling and reconstruction of past extreme skew surges along the French Atlantic coast Nathan Huet Philippe Naveau Anne Sabourin 83 0 0 01 May 2025
Kernel PCA for multivariate extremes Marco Avella-Medina Richard A. Davis G. Samorodnitsky 81 6 0 23 Nov 2022
The tropical geometry of causal inference for extremes N. Tran CML 55 4 0 20 Jul 2022
Tail inverse regression for dimension reduction with extreme response Anass Aghbalou Franccois Portier Anne Sabourin Chen Zhou 63 7 0 30 Jul 2021
Spherical clustering in detection of groups of concomitant extremes V. Fomichov J. Ivanovs 88 6 0 23 Oct 2020
Feature Clustering for Support Identification in Extreme Regions Hamid Jalalzai Rémi Leluc 56 2 0 13 Aug 2020
Multivariate sparse clustering for extremes Nicolas Meyer Olivier Wintenberger 82 11 0 23 Jul 2020
Sparse Structures for Multivariate Extremes Sebastian Engelke J. Ivanovs 127 79 0 25 Apr 2020
A Multivariate Extreme Value Theory Approach to Anomaly Clustering and Visualization Maël Chiapino Stephan Clémençon Vincent Feuillard Anne Sabourin 66 11 0 17 Jul 2019
Sparse regular variation Nicolas Meyer Olivier Wintenberger 98 24 0 01 Jul 2019
Principal Component Analysis for Multivariate Extremes H. Drees Anne Sabourin 101 47 0 26 Jun 2019