| Publication | Date of Publication | Type |
|---|
The vanishing learning rate asymptotic for linear \(L^2\)-boosting
European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics | 2024-10-10 | Paper |
A large-sample theory for infinitesimal gradient boosting
Bernoulli | 2024-07-02 | Paper |
Full likelihood inference for max-stable data
Stat | 2024-05-19 | Paper |
Infinitesimal gradient boosting
Stochastic Processes and their Applications | 2024-03-04 | Paper |
Gradient boosting for extreme quantile regression
Extremes | 2024-01-08 | Paper |
| Stone's theorem for distributional regression in Wasserstein distance | 2023-02-02 | Paper |
Permutation bootstrap and the block maxima method
Communications in Statistics. Simulation and Computation | 2022-06-21 | Paper |
Hidden regular variation for point processes and the single/multiple large point heuristic
The Annals of Applied Probability | 2022-03-21 | Paper |
| Extreme quantile regression in a proportional tail framework | 2021-12-18 | Paper |
Extreme quantile regression in a proportional tail framework
(available as arXiv preprint) | 2021-12-18 | Paper |
The coupling method in extreme value theory
Bernoulli | 2021-07-09 | Paper |
| Behavior of linear L2-boosting algorithms in the vanishing learning rate asymptotic | 2020-12-29 | Paper |
Trend detection for heteroscedastic extremes
Extremes | 2020-02-28 | Paper |
Simple models for multivariate regular variation and the Hüsler-Reiß Pareto distribution
Journal of Multivariate Analysis | 2019-10-01 | Paper |
A central limit theorem for functions of stationary max-stable random fields on \(\mathbb{R}^d\)
Stochastic Processes and their Applications | 2019-09-19 | Paper |
On functional records and champions
Journal of Theoretical Probability | 2019-07-18 | Paper |
Exact simulation of max-stable processes
Biometrika | 2019-06-24 | Paper |
Probabilities of concurrent extremes
Journal of the American Statistical Association | 2019-03-20 | Paper |
Tail measure and spectral tail process of regularly varying time series
The Annals of Applied Probability | 2018-12-17 | Paper |
Tail measure and spectral tail process of regularly varying time series
The Annals of Applied Probability | 2018-12-17 | Paper |
Multivariate records and hitting scenarios
Extremes | 2018-08-03 | Paper |
Functional regular variations, Pareto processes and peaks over threshold
Statistics and Its Interface | 2018-05-08 | Paper |
Bayesian inference for multivariate extreme value distributions
Electronic Journal of Statistics | 2017-12-08 | Paper |
Bayesian inference for multivariate extreme value distributions
Electronic Journal of Statistics | 2017-12-08 | Paper |
Random tessellations associated with max-stable random fields
Bernoulli | 2017-09-21 | Paper |
Random tessellations associated with max-stable random fields
Bernoulli | 2017-09-21 | Paper |
| Simulation of max-stable processes | 2017-07-04 | Paper |
| Spatial extremes and max-stable processes | 2017-07-04 | Paper |
| Conditional simulation of max-stable processes | 2017-07-04 | Paper |
| Total variation regularized non-negative matrix factorization for smooth hyperspectral unmixing | 2017-06-28 | Paper |
Ergodic decompositions of stationary max-stable processes in terms of their spectral functions
Stochastic Processes and their Applications | 2017-06-22 | Paper |
| Stochastic analysis of the \(k\)-server problem on the circle | 2017-02-10 | Paper |
| Asymptotic properties of the maximum likelihood estimator for multivariate extreme value distributions | 2016-12-15 | Paper |
Extremes of independent stochastic processes: a point process approach
Extremes | 2016-06-07 | Paper |
Extremal shot noises, heavy tails and max-stable random fields
Extremes | 2016-01-22 | Paper |
Existence and consistency of the maximum likelihood estimators for the extreme value index within the block maxima framework
Bernoulli | 2015-05-19 | Paper |
Existence and consistency of the maximum likelihood estimators for the extreme value index within the block maxima framework
Bernoulli | 2015-05-19 | Paper |
Convex hulls of regularly varying processes
Journal of Mathematical Sciences (New York) | 2015-02-16 | Paper |
Stationary max-stable processes with the Markov property
Stochastic Processes and their Applications | 2014-08-28 | Paper |
Conditional simulation of max-stable processes
Biometrika | 2014-04-22 | Paper |
Moment measures of heavy-tailed renewal point processes: asymptotics and applications
ESAIM: Probability and Statistics | 2014-04-10 | Paper |
A Lindeberg-Feller theorem for stable laws
Statistics & Probability Letters | 2014-04-09 | Paper |
Regular conditional distributions of continuous max-infinitely divisible random fields
Electronic Journal of Probability | 2014-01-17 | Paper |
Functional macroscopic behavior of weighted random ball model
ALEA. Latin American Journal of Probability and Mathematical Statistics | 2013-12-03 | Paper |
Functional macroscopic behavior of weighted random ball model
ALEA. Latin American Journal of Probability and Mathematical Statistics | 2013-12-03 | Paper |
Asymptotic behavior of the convex hull of a stationary Gaussian process
Lithuanian Mathematical Journal | 2013-02-21 | Paper |
| Approximation of stable random measures and applications to linear fractional stable integrals | 2013-02-16 | Paper |
Strong mixing properties of max-infinitely divisible random fields
Stochastic Processes and their Applications | 2012-10-10 | Paper |
Stochastic algorithms for computing means of probability measures
Stochastic Processes and their Applications | 2012-06-01 | Paper |
| Conditional simulation of extremal Gaussian processes | 2012-02-21 | Paper |
The on-off network traffic model under intermediate scaling
Queueing Systems | 2012-01-26 | Paper |
On the convergence of LePage series in Skorokhod space
Statistics & Probability Letters | 2011-12-28 | Paper |
Phenotypic diversity and population growth in a fluctuating environment
Advances in Applied Probability | 2011-07-22 | Paper |
Phenotypic diversity and population growth in a fluctuating environment
Advances in Applied Probability | 2011-07-22 | Paper |
Some remarks on Betti numbers of random polygon spaces
Random Structures & Algorithms | 2010-11-24 | Paper |
Some remarks on Betti numbers of random polygon spaces
Random Structures & Algorithms | 2010-11-24 | Paper |
Discrete approximation of a stable self-similar stationary increments process
Bernoulli | 2010-11-15 | Paper |
Convergence of dependent walks in a random scenery to fBm-local time fractional stable motions
Journal of Mathematics of Kyoto University | 2010-01-21 | Paper |
Convergence of dependent walks in a random scenery to fBm-local time fractional stable motions
Journal of Mathematics of Kyoto University | 2010-01-21 | Paper |
A functional approach for random walks in random sceneries
Electronic Journal of Probability | 2009-11-20 | Paper |
A functional approach for random walks in random sceneries
Electronic Journal of Probability | 2009-11-20 | Paper |
A functional approach for random walks in random sceneries
Electronic Journal of Probability | 2009-11-20 | Paper |
Rescaled weighted random ball models and stable self-similar random fields
Stochastic Processes and their Applications | 2009-10-13 | Paper |
The Curie-Weiss model with dynamical external field
(available as arXiv preprint) | 2009-06-23 | Paper |
| Discrete approximation of stable white noise - Application to spatial linear filtering | 2009-03-09 | Paper |
A weighted random walk model, with application to a genetic algorithm
Advances in Applied Probability | 2007-09-03 | Paper |
Data structures with dynamical random transitions
Random Structures & Algorithms | 2006-09-06 | Paper |
A probabilistic study of DNA denaturation
Journal of Statistical Physics | 2006-01-13 | Paper |
