March 2023: Our paper "Total positivity in multivariate extremes" (with F. Röttger and P. Zwiernik) (arxiv) has been accepted in the Annals of Statistics.
December 2022: Our paper "Rare-event simulation without variance reduction: an extreme value theory approach" (with Yuanlu Bai and Henry Lam) won the WSC PhD Colloquium INFORMS I-SIM Award 2022 at the IEEE Winter Simulation Conference. Congratulations Yuanlu!
November 2022: New paper on "Graphical models for infinite measures with applications to extremes and Lévy processes" (with J. Ivanovs and K. Strokorb) on arxiv.
November 2022: Update of the R package graphicalExtremes on CRAN. Now contains methods from recent papers on estimation and structure learning of extremal graphical models, and new data sets!
October 2022: New paper on "Statistical inference for Hüsler-Reiss graphical models through matrix completions" (with M. Hentschel and J. Segers) on arxiv.
August 2022: Our paper on "Structure learning for extremal tree models" (with S. Volgushev) (arxiv) is accepted in the JRSSB.
We are organizing a CUSO/EPFL/ETHZ PhD school on "Statistical Machine Learning" from September 4-7, 2022, with speakers Gitta Kutyniok, Aaditya Ramdas, Johannes Schmidt-Hieber and Bin Yu MLSTATS2022.
August 2022: New paper on "Neural networks for extreme quantile regression with an application to forecasting of flood risk" (with O. Pasche) on arxiv.
June 2022: New paper on "Learning extremal graphical structures in high dimensions" (with M. Lalancette and S. Volgushev) on arxiv.
May 2022: Our paper on "Modeling panels of extremes" (with D. Dupuis and L. Trapin) (arxiv) is accepted in the Annals of Applied Statistics.
January 2022: New paper on "Extremal random forests" (with N. Gnecco and E.M. Terefe) on arxiv.
December 2021: New paper on "Total positivity in multivariate extremes" (with F. Röttger and P. Zwiernik) on arxiv.
October 2021: New paper on "Estimation and Inference of Extremal Quantile Treatment Effects for Heavy-Tailed Distributions" (with D. Deuber, J. Li, M. Maathuis) on arxiv.
October 2021: New paper on "Modelling and simulating spatial extremes by combining extreme value theory with generative adversarial networks" (with Y. Boulaguiem, J, Zscheischler, E. Vignotto, K. van der Wiel) on arxiv.
September 2021: Very honored to receive the Lambert Award 2021 of the Swiss Statistical Society.
September 2020: My PhD student Edossa Merga is visiting for 8 months from Hawassa University, Ethiopia. Funding from the Green Leaves Education Foundation is gratefully acknowledged.
June 2020: Our JRSSB discussion paper “Graphical models for extremes” is now published. Thanks to all the contributors to the discussion!
June 2020: New paper on "Evaluating the dependence structure of compound precipitation and wind speed extremes" (with J. Zscheischler, P. Naveau, O. Martius and C. Raible) at Earth System Dynamics.