Related papers: An elementary approach to extreme values theory

We propose a novel strategy for multivariate extreme value index estimation. In applications such as finance, volatility and risk present in the components of a multivariate time series are often driven by the same underlying factors, such…

In a wide variety of situations, anomalies in the behaviour of a complex system, whose health is monitored through the observation of a random vector X = (X1,. .. , X d) valued in R d , correspond to the simultaneous occurrence of extreme…

In this paper, we present two methods to provide explanations for reasoning with belief functions in the valuation-based systems. One approach, inspired by Strat's method, is based on sensitivity analysis, but its computation is simpler…

We develop and generalize the theory of extreme value for non-stationary stochastic processes, mostly by weakening the uniform mixing condition that was previously used in this setting. We apply our results to non-autonomous dynamical…

The object of this paper is twofold. From one side we study the dichotomy, in terms of the Extremal Index of the possible Extreme Value Laws, when the rare events are centred around periodic or non periodic points. Then we build a general…

Classification tasks usually assume that all possible classes are present during the training phase. This is restrictive if the algorithm is used over a long time and possibly encounters samples from unknown classes. The recently introduced…

A modest aim of this pedagogical presentation is to analyze, critically, certain fundamental physical concepts to illustrate the physical principles behind the special theory of relativity and, hence, to also illustrate the limitations of…

The aim of this paper is to present an elementary computable theory of random variables, based on the approach to probability via valuations. The theory is based on a type of lower-measurable sets, which are controlled limits of open sets,…

We use extreme value theory to estimate the probability of successive exceedances of a threshold value of a time-series of an observable on several classes of chaotic dynamical systems. The observables have either a Fr\'echet (fat-tailed)…

The estimation of the Extreme Value Index (EVI) is fundamental in extreme value analysis but suffers from high variance due to reliance on only a few extreme observations. We propose a control variates based transfer learning approach in a…

This paper has pedagogical motivation. It is not uncommon that students have great difficulty in accepting the new concepts of standard special relativity, since these seem contrary to common sense. Experience shows that geometrical or…

These lecture notes concern information-theoretic notions of entropy. They are intended for, and have been successfully taught to, undergraduate students interested inresearch careers. Besides basic notions of analysis related to…

Heavy tailed phenomena are naturally analyzed by extreme value statistics. A crucial step in such an analysis is the estimation of the extreme value index, which describes the tail heaviness of the underlying probability distribution. We…

Conditional extreme value models have been introduced by Heffernan and Resnick (2007) to describe the asymptotic behavior of a random vector as one specific component becomes extreme. Obviously, this class of models is related to classical…

In this work, we summarize the state-of-the-art methods in causal inference for extremes. In a non-exhaustive way, we start by describing an extremal approach to quantile treatment effect where the treatment has an impact on the tail of the…

In this paper we propose a general approach to define a many-valued preferential interpretation of gradual argumentation semantics. The approach allows for conditional reasoning over arguments and boolean combination of arguments, with…

The classical multivariate extreme-value theory concerns the modeling of extremes in a multivariate random sample, suggesting the use of max-stable distributions. In this work, the classical theory is extended to the case where aggregated…

We consider heavy-tailed distributions and compare the well-known estimators of the tail index, based on extreme value theory with a comparatively recent estimator based on a different idea.

Extremal Graph Theory is a very deep and wide area of modern combinatorics. It is very fast developing, and in this long but relatively short survey we select some of those results which either we feel very important in this field or which…

When teaching an elementary logic course to students who have a general scientific background but have never been exposed to logic, we have to face the problem that the notions of deduction rule and of derivation are completely new to them,…