Sebastian Engelke
- Numerical models outperform AI weather forecasts of record-breaking extremes
2025/08/21 by Zhongwei Zhang, Zhang, Zhongwei, Erich Fischer +5 · 4 voices · 11 citations
#physics.ao-ph #cs.AI #stat.AP
- Extreme Value Theory for Open Set Classification -- GPD and GEV Classifiers
2018/08/29 by Edoardo Vignotto, Vignotto, Edoardo, Sebastian Engelke +1 · 2 citations
Computer Science · Engineering · #Anomaly Detection Techniques and Applications #FOS: Computer and information sciences #Fault Detection and Control Systems #Imbalanced Data Classification Techniques #Machine Learning (cs.LG) #Machine Learning (stat.ML)
- Estimation of Huesler-Reiss distributions and Brown-Resnick processes
2012/07/30 by Sebastian Engelke, Engelke, Sebastian, Alexander Malinowski +5 · 1 citation
Economics, Econometrics and Finance · Mathematics · #60G70 #62G32 #FOS: Computer and information sciences #FOS: Mathematics #Financial Risk and Volatility Modeling #Methodology (stat.ME) #Probability (math.PR) #Statistical Distribution Estimation and Applications #Statistical Methods and Bayesian Inference
- Exact simulation of max-stable processes
2015/06/14 by Clément Dombry, Sebastian Engelke, Dombry, Clément +3 · 1 citation
Economics, Econometrics and Finance · Mathematics · #FOS: Computer and information sciences #FOS: Mathematics #Financial Risk and Volatility Modeling #Methodology (stat.ME) #Statistics Theory (math.ST) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics
- Modeling panels of extremes
2022/05/11 by Debbie J. Dupuis, Sebastian Engelke, Dupuis, Debbie J. +3 · 1 citation
Economics, Econometrics and Finance · Environmental Science · Mathematics · #Applications (stat.AP) #FOS: Computer and information sciences #Financial Risk and Volatility Modeling #Hydrology and Drought Analysis #Methodology (stat.ME) #Statistical Methods and Inference
- Statistical Inference for Hüsler-Reiss Graphical Models Through Matrix Completions
2022/10/25 by Manuel Hentschel, Hentschel, Manuel, Sebastian Engelke +3 · 1 citation
Computer Science · Economics, Econometrics and Finance · Mathematics · #Bayesian Modeling and Causal Inference #FOS: Computer and information sciences #Financial Risk and Volatility Modeling #Methodology (stat.ME) #Statistical Distribution Estimation and Applications
- Graphical models for infinite measures with applications to extremes
2022/11/28 by Sebastian Engelke, Engelke, Sebastian, Jevgeņijs Ivanovs +3 · 1 citation
Economics, Econometrics and Finance · Mathematics · #60E07 #60G51 #60G70 #62H22 #FOS: Computer and information sciences #FOS: Mathematics #Financial Risk and Volatility Modeling #Methodology (stat.ME) #Probability (math.PR) #Statistical Methods and Inference #Statistics Theory (math.ST) #Stochastic processes and financial applications
- Validating Deep Learning Weather Forecast Models on Recent High-Impact Extreme Events
2024/04/26 by Olivier C. Pasche, Jonathan Wider, Zhongwei Zhang +2 · 1 voice · 1 citation
Earth and Planetary Sciences · Environmental Science · #Climate Change and Health Impacts #Climate variability and models #Meteorological Phenomena and Simulations #cs.LG #physics.ao-ph
- Asymptotic properties of the maximum likelihood estimator for\n multivariate extreme value distributions
2016/12/15 by Clément Dombry, Sebastian Engelke, Dombry, Clement +3 · 1 citation
Economics, Econometrics and Finance · Social Sciences · #Financial Risk and Volatility Modeling #Insurance and Financial Risk Management #Insurance, Mortality, Demography, Risk Management