Sebastian Engelke

Assistant Professor of Statistics
Research Center for Statistics, University of Geneva
Boulevard du Pont d’Arve 40
1205 Geneva


  1. Velthoen J., Dombry C., Cai J.-J., & Engelke S.
     Gradient boosting for extreme quantile regression. [arxiv]
  2. Engelke S. & Volgushev S.
     Structure learning for extremal tree models. [arxiv]
  3. Zscheischler J., Naveau P., Martius O., Engelke S. & Raible, C.
      Evaluating the dependence structure of compound precipitation and wind speed extremes. [Earth System Dynamics]
  4. 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]
  5. Dombry C., Engelke S. & Oesting M.
      Asymptotic properties of likelihood estimators for multivariate extreme value distributions. [arxiv]


  1. Engelke S. & Ivanovs J. (2021)
      Sparse Structures for Multivariate Extremes.
    Annual Review of Statistics and Its Application, 8, 241-270. [arxiv]
  2. Lalancette M., Engelke S. & Volgushev S. (2020+)
      Rank-based Estimation under Asymptotic Dependence and Independence.
    Annals of Statistics, to appear. [arxiv]
  3. Gnecco N., Meinshausen N., Peters J. & Engelke S. (2020+)
      Causal discovery in heavy-tailed models.
    Annals of Statistics, to appear. [arxiv]
  4. Vignotto E. & Engelke S. (2020)
      Extreme value theory for anomaly detection - the GPD classifier.
    Extremes, to appear. [arxiv]
  5. Engelke S. & Hitz A.S. (2020)
      Graphical models for extremes (with discussion).
    Journal of the Royal Statistical Society: Series B, 82: 871-932. [RSS discussion]
  6. Engelke S., Opitz T. & Wadsworth J. (2019).
      Extremal dependence of random scale constructions.
    Extremes, 22: 623-666. [arxiv , shiny]
  7. Engelke S., de Fondeville R. & Oesting M. (2019).
      Extremal behavior of aggregated data with an application to downscaling.
    Biometrika, 106: 127-144. [arxiv]
  8. 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.
  9. Asadi P., Engelke S. & Davison A.C. (2018).
      Optimal regionalization of extreme value distributions for flood estimation.
    Journal of Hydrology, 556: 182-193. [arxiv]
  10. Dombry C., Engelke S. & Oesting M. (2017).
      Bayesian inference for multivariate extreme value distributions.
    Electronic Journal of Statistics, 11: 4813-4844. [arxiv]
  11. Engelke S. & Ivanovs J. (2017).
      Robust bounds in multivariate extremes.
    Annals of Applied Probability, 27: 3706-3734. [arxiv]
  12. Dębicki, K., Engelke S. & Hashorva, E. (2017).
      Generalized Pickands constants and stationary max-stable processes.
    Extremes, 19: 1-6. [arxiv]
  13. Dombry C., Engelke S. & Oesting M. (2016).
      Exact simulation of max-stable processes.
    Biometrika, 103: 303-317. [arxiv, code]
  14. 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]
  15. Engelke S. & Kabluchko Z. (2016).
      A characterization of the normal distribution using stationary max-stable processes.
    Extremes, 20: 493-517. [arxiv]
  16. Asadi P., Davison A. C. & Engelke S. (2015).
      Extremes on river networks.
    Annals of Applied Statistics, 9: 2023-2050. [arxiv]
  17. 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.
  18. Engelke S. & Kabluchko Z. (2015).
      Max-stable processes and stationary systems of Lévy particles.
    Stochastic Processes and their Applications, 125: 4272-4299. [arxiv]
  19. Engelke S., Kabluchko Z. & Schlather M. (2015).
      Maxima of independent, non-identically distributed Gaussian vectors.
    Bernoulli, 21: 38-61. [arxiv]
  20. 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]
  21. 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]
  22. Engelke S. & Woerner J.H.C. (2013).
      A unifying approach to fractional Lévy processes.
    Stochastics and Dynamics, 13: DOI: 10.1142/S021949371250017.
  23. Engelke S., Kabluchko Z. & Schlather M. (2011).
      An equivalent representation of the Brown-Resnick process.
    Statistics & Probability Letters, 81: 1150-1154.
  24. 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.


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