Principal Component Analysis for Multivariate Extremes

26 June 2019

Papers citing "Principal Component Analysis for Multivariate Extremes"

17 / 17 papers shown

Title
Multi-site modelling and reconstruction of past extreme skew surges along the French Atlantic coast Nathan Huet Philippe Naveau Anne Sabourin 29 0 0 01 May 2025
Multivariate generalized Pareto distributions along extreme directions Anas Mourahib A. Kiriliouk Johan Segers 40 3 0 08 Nov 2023
Regular Variation in Hilbert Spaces and Principal Component Analysis for Functional Extremes Stéphan Clémenccon Nathan Huet Anne Sabourin 44 5 0 02 Aug 2023
A VAE Approach to Sample Multivariate Extremes N. Lafon Philippe Naveau Ronan Fablet 26 6 0 19 Jun 2023
On Regression in Extreme Regions Nathan Huet Stéphan Clémençon Anne Sabourin 29 5 0 06 Mar 2023
High-dimensional variable clustering based on maxima of a weakly dependent random process Alexis Boulin Elena Di Bernardino Thomas Laloe Gwladys Toulemonde 24 1 0 02 Feb 2023
Kernel PCA for multivariate extremes Marco Avella-Medina Richard A. Davis G. Samorodnitsky 48 4 0 23 Nov 2022
Regression modelling of spatiotemporal extreme U.S. wildfires via partially-interpretable neural networks J. Richards Raphael Huser 28 13 0 16 Aug 2022
Total positivity in multivariate extremes Frank Rottger Sebastian Engelke Piotr Zwiernik 41 20 0 29 Dec 2021
Spectral learning of multivariate extremes Marco Avella-Medina Richard A. Davis G. Samorodnitsky 6 7 0 15 Nov 2021
Tail inverse regression for dimension reduction with extreme response Anass Aghbalou Franccois Portier Anne Sabourin Chen Zhou 32 7 0 30 Jul 2021
Concentration bounds for the empirical angular measure with statistical learning applications Stéphan Clémenccon Hamid Jalalzai Stéphane Lhaut Anne Sabourin Johan Segers 17 11 0 07 Apr 2021
Spherical clustering in detection of groups of concomitant extremes V. Fomichov J. Ivanovs 48 6 0 23 Oct 2020
Estimation of the Spectral Measure from ConvexCombinations of Regularly Varying RandomVectors M. Oesting Olivier Wintenberger 15 0 0 08 Oct 2020
Feature Clustering for Support Identification in Extreme Regions Hamid Jalalzai Rémi Leluc 16 2 0 13 Aug 2020
Sparse Structures for Multivariate Extremes Sebastian Engelke J. Ivanovs 26 76 0 25 Apr 2020
Sparse regular variation Nicolas Meyer Olivier Wintenberger 29 22 0 01 Jul 2019