Anne Sabourin
- Sparsity in Multivariate Extremes with Applications to Anomaly Detection
2015/07/21 by Nicolas Goix, Goix, Nicolas, Anne Sabourin +3 · 3 citations
Economics, Econometrics and Finance · Environmental Science · Mathematics · #FOS: Computer and information sciences #Financial Risk and Volatility Modeling #Hydrology and Drought Analysis #Machine Learning (stat.ML) #Market Dynamics and Volatility #stat.ML
- Regular Variation in Hilbert Spaces and Principal Component Analysis for Functional Extremes
2023/08/02 by Stéphan Clémençon, Clémençon, Stephan, Nathan Huet +3 · 4 citations
Engineering · Mathematics · #Control Systems and Identification #FOS: Computer and information sciences #FOS: Mathematics #Fault Detection and Control Systems #Functional Analysis (math.FA) #Machine Learning (stat.ML) #Statistical Methods and Inference #Statistics Theory (math.ST)
- Uniform concentration bounds for frequencies of rare events
2021/10/12 by Stéphane Lhaut, Lhaut, Stéphane, Anne Sabourin +3 · 2 citations
Computer Science · Mathematics · #62G05 (Secondary) #62G30 (Primary) #Bayesian Methods and Mixture Models #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Probability (math.PR) #Statistical Methods and Inference #Statistics Theory (math.ST)
- Learning the dependence structure of rare events: a non-asymptotic study
2015/05/23 by Nicolas Goix, Goix, Nicolas, Anne Sabourin +3 · 1 citation
Decision Sciences · Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Financial Risk and Volatility Modeling #Probability and Risk Models #Statistical Methods and Inference #Statistics Theory (math.ST) #math.ST #stat.TH
- Cross-validation on Extreme Regions
2022/02/01 by Anass Aghbalou, Patrice Bertail, Aghbalou, Anass +5 · 1 citation
Decision Sciences · Engineering · Mathematics · #Control Systems and Identification #FOS: Mathematics #Probabilistic and Robust Engineering Design #Statistical Methods and Inference #Statistics Theory (math.ST)