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 97 0 0 01 May 2025
Multivariate generalized Pareto distributions along extreme directions Anas Mourahib A. Kiriliouk Johan Segers 75 4 0 08 Nov 2023
Regular Variation in Hilbert Spaces and Principal Component Analysis for Functional Extremes Stéphan Clémenccon Nathan Huet Anne Sabourin 81 6 0 02 Aug 2023
A VAE Approach to Sample Multivariate Extremes N. Lafon Philippe Naveau Ronan Fablet 162 6 0 19 Jun 2023
On Regression in Extreme Regions Nathan Huet Stephan Clémençon Anne Sabourin 79 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 105 1 0 02 Feb 2023
Kernel PCA for multivariate extremes Marco Avella-Medina Richard A. Davis G. Samorodnitsky 81 6 0 23 Nov 2022
Regression modelling of spatiotemporal extreme U.S. wildfires via partially-interpretable neural networks J. Richards Raphael Huser 291 14 0 16 Aug 2022
Total positivity in multivariate extremes Frank Rottger Sebastian Engelke Piotr Zwiernik 84 20 0 29 Dec 2021
Spectral learning of multivariate extremes Marco Avella-Medina Richard A. Davis G. Samorodnitsky 66 7 0 15 Nov 2021
Tail inverse regression for dimension reduction with extreme response Anass Aghbalou Franccois Portier Anne Sabourin Chen Zhou 77 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 64 12 0 07 Apr 2021
Spherical clustering in detection of groups of concomitant extremes V. Fomichov J. Ivanovs 98 6 0 23 Oct 2020
Estimation of the Spectral Measure from ConvexCombinations of Regularly Varying RandomVectors M. Oesting Olivier Wintenberger 45 0 0 08 Oct 2020
Feature Clustering for Support Identification in Extreme Regions Hamid Jalalzai Rémi Leluc 59 2 0 13 Aug 2020
Sparse Structures for Multivariate Extremes Sebastian Engelke J. Ivanovs 127 79 0 25 Apr 2020
Sparse regular variation Nicolas Meyer Olivier Wintenberger 98 24 0 01 Jul 2019