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extreme value theory

32 papers

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Also known as

EVT

Co-occurring keywords · papers mentioning both

anomaly detection (5) generalized pareto distribution (4) multivariate extreme (3) generative adversarial network (3) heavy-tailed distribution (3) multivariate analysis (3) probabilistic modeling (3) angular measure (2) financial return (2) conditional value at risk (2)

Papers

On Binary Classification in Extreme Regions NeurIPS 2018 Anomaly Detection in Extreme Regions via Empirical MV-sets on the Sphere AISTATS 2017 One-class classification of point patterns of extremes JMLR 2016 Sparse Representation of Multivariate Extremes with Applications to Anomaly Ranking AISTATS 2016 Learning the dependence structure of rare events: a non-asymptotic study COLT 2015 EVSAC: Accelerating Hypotheses Generation by Modeling Matching Scores with Extreme Value Theory ICCV 2013 Rare Probability Estimation under Regularly Varying Heavy Tails COLT 2012