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08/02/2023
Regular Variation in Hilbert Spaces and Principal Component Analysis for Functional Extremes
Motivated by the increasing availability of data of functional nature, w...
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03/06/2023
On Regression in Extreme Regions
In the classic regression problem, the value of a real-valued random var...
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02/21/2022
Consistent Cross Validation with stable learners
This paper investigates the efficiency of different cross-validation (CV...
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02/01/2022
Cross Validation for Rare Events
We derive sanity-check bounds for the cross-validation (CV) estimate of ...
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10/12/2021
Uniform concentration bounds for frequencies of rare events
New Vapnik and Chervonkis type concentration inequalities are derived fo...
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07/30/2021
Tail inverse regression for dimension reduction with extreme response
We consider the problem of dimensionality reduction for prediction of a ...
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04/07/2021
Concentration bounds for the empirical angular measure with statistical learning applications
The angular measure on the unit sphere characterizes the first-order dep...
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03/25/2020
Heavy-tailed Representations, Text Polarity Classification Data Augmentation
The dominant approaches to text representation in natural language rely ...
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07/17/2019
A Multivariate Extreme Value Theory Approach to Anomaly Clustering and Visualization
In a wide variety of situations, anomalies in the behaviour of a complex...
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06/26/2019
Principal Component Analysis for Multivariate Extremes
The first order behavior of multivariate heavy-tailed random vectors abo...
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02/27/2018
Identifying groups of variables with the potential of being large simultaneously
Identifying groups of variables that may be large simultaneously amounts...
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07/27/2017
Max K-armed bandit: On the ExtremeHunter algorithm and beyond
This paper is devoted to the study of the max K-armed bandit problem, wh...
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03/31/2016
Sparse Representation of Multivariate Extremes with Applications to Anomaly Ranking
Extremes play a special role in Anomaly Detection. Beyond inference and ...
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02/05/2015