Sebastian Engelke

Assistant Professor of Statistics
Research Center for Statistics, University of Geneva
Boulevard du Pont d’Arve 40
1205 Geneva
Switzerland
Email: firstname.lastname@unige.ch

Preprints

  1. Engelke S. & Hitz A.S.
      Graphical models for extremes. [arxiv]
  2. Kimber T., Engelke S., Tetko I., Bruno E. & Godin G.
     Synergy effect between convolutional neural networks and the multiplicity of SMILES for improvement of molecular prediction. [arxiv]
  3. Dombry C., Engelke S. & Oesting M.
      Asymptotic properties of likelihood estimators for multivariate extreme value distributions. [arxiv]
  4. Vignotto E. & Engelke S.
      Extreme value theory for open set classification - GPD and GEV classifiers. [arxiv]
  5. Engelke S., Opitz T. & Wadsworth J.
      Extremal dependence of random scale constructions. [arxiv, shiny]

Peer-reviewed

  1. Engelke S., de Fondeville R. & Oesting M. (2018+).
      Extremal behavior of aggregated data with an application to downscaling.
    Biometrika (accepted). [arxiv]
  2. Le P.D., Davison A.C., Engelke S., Leonard M. & Westra S. (2018).
      Dependence properties of spatial rainfall extremes and areal reduction factor. 
    Journal of Hydrology , 565: 711-719.
  3. Asadi P., Engelke S. & Davison A.C. (2018).
      Optimal regionalization of extreme value distributions for flood estimation.
    Journal of Hydrology, 556: 182-193. [arxiv]
  4. Dombry C., Engelke S. & Oesting M. (2017).
      Bayesian inference for multivariate extreme value distributions.
    Electronic Journal of Statistics, 11: 4813-4844. [arxiv]
  5. Engelke S. & Ivanovs J. (2017).
      Robust bounds in multivariate extremes.
    Annals of Applied Probability, 27: 3706-3734. [arxiv]
  6. Dębicki, K., Engelke S. & Hashorva, E. (2017).
      Generalized Pickands constants and stationary max-stable processes.
    Extremes, 19: 1-6. [arxiv]
  7. Dombry C., Engelke S. & Oesting M. (2016).
      Exact simulation of max-stable processes.
    Biometrika, 106: 303-317. [arxiv, code]
  8. Engelke S. & Ivanovs J. (2016).
      A Lévy-derived process seen from its supremum and max-stable processes.
    Electronic Journal of Probability, 21: paper no. 14. [arxiv]
  9. Engelke S. & Kabluchko Z. (2016).
      A characterization of the normal distribution using stationary max-stable processes.
    Extremes, 20: 493-517. [arxiv]
  10. Asadi P., Davison A. C. & Engelke S. (2015).
      Extremes on river networks.
    Annals of Applied Statistics, 9: 2023-2050. [arxiv]
  11. Engelke S., Malinowski A., Kabluchko Z. & Schlather M. (2015).
      Estimation of Hüsler-Reiss distributions and Brown-Resnick processes.
    Journal of the Royal Statistical Society: Series B, 77: 239-265.
  12. Engelke S. & Kabluchko Z. (2015).
      Max-stable processes and stationary systems of Lévy particles.
    Stochastic Processes and their Applications, 125: 4272-4299. [arxiv]
  13. Engelke S., Kabluchko Z. & Schlather M. (2015).
      Maxima of independent, non-identically distributed Gaussian vectors.
    Bernoulli, 21: 38-61. [arxiv]
  14. Das B., Engelke S. & Hashorva E. (2015).
      Extremal behavior of squared Bessel processes attracted by the Brown-Resnick process.
    Stochastic Processes and their Applications, 125: 780-796. [arxiv]
  15. Engelke S., Malinowski A., Oesting M. & Schlather M. (2014).
      Statistical inference for max-stable processes by conditioning on extreme events.
    Advances in Applied Probability, 46: 478-495. [arxiv]
  16. Engelke S. & Woerner J.H.C. (2013).
      A unifying approach to fractional Lévy processes.
    Stochastics and Dynamics, 13: DOI: 10.1142/S021949371250017.
  17. Engelke S., Kabluchko Z. & Schlather M. (2011).
      An equivalent representation of the Brown-Resnick process.
    Statistics & Probability Letters, 81: 1150-1154.
  18. Engelke S. & Schlather M. (2011).
      Book review: Environmental and Ecological Statistics with S. Song S. Qian (2010). Boca Raton, FL, USA: Chapman & Hall/CRC.
    Biometrical Journal, 53: 867.

MathSciNet

My reviews on MathSciNet.