no code implementations • 13 May 2025 • Olivier C. Pasche, Henry Lam, Sebastian Engelke
The advantages of this extreme conformal prediction method are illustrated in a simulation study and in an application to flood risk forecasting.
no code implementations • 30 Oct 2024 • Gloria Buriticá, Sebastian Engelke
The problem of regression extrapolation, or out-of-distribution generalization, arises when predictions are required at test points outside the range of the training data.
1 code implementation • 26 Apr 2024 • Olivier C. Pasche, Jonathan Wider, Zhongwei Zhang, Jakob Zscheischler, Sebastian Engelke
To address these issues, we compare ML weather prediction models (GraphCast, PanguWeather, and FourCastNet) and ECMWF's high-resolution forecast system (HRES) in three case studies: the 2021 Pacific Northwest heatwave, the 2023 South Asian humid heatwave, and the North American winter storm in 2021.
1 code implementation • 14 Mar 2024 • Sebastian Engelke, Armeen Taeb
Extremal graphical models encode the conditional independence structure of multivariate extremes and provide a powerful tool for quantifying the risk of rare events.
1 code implementation • 9 Oct 2023 • Nicola Gnecco, Jonas Peters, Sebastian Engelke, Niklas Pfister
This work addresses this gap by introducing a strong notion of invariance that, unlike existing weaker notions, allows for distribution generalization even in the presence of nonlinear, non-identifiable structural functions.
2 code implementations • 16 Aug 2022 • Olivier C. Pasche, Sebastian Engelke
We propose the EQRN model that combines tools from neural networks and extreme value theory into a method capable of extrapolation in the presence of complex predictor dependence.
no code implementations • 30 Oct 2021 • Younes Boulaguiem, Jakob Zscheischler, Edoardo Vignotto, Karin van der Wiel, Sebastian Engelke
Here we combine GANs with extreme value theory (evtGAN) to model spatial dependencies in summer maxima of temperature and winter maxima in precipitation over a large part of western Europe.
no code implementations • 7 Aug 2020 • Michaël Lalancette, Sebastian Engelke, Stanislav Volgushev
Existing work mostly focuses on asymptotic dependence, where the probability of observing a large value in one of the variables is of the same order as observing a large value in all variables simultaneously.
Statistics Theory Methodology Statistics Theory 62G32 (Primary) 62F12, 62G20, 62G30 (Secondary)
2 code implementations • 14 Aug 2019 • Nicola Gnecco, Nicolai Meinshausen, Jonas Peters, Sebastian Engelke
Causal questions are omnipresent in many scientific problems.
Methodology
no code implementations • 11 Dec 2018 • Talia B. Kimber, Sebastian Engelke, Igor V. Tetko, Eric Bruno, Guillaume Godin
In our study, we demonstrate the synergy effect between convolutional neural networks and the multiplicity of SMILES.
no code implementations • 29 Aug 2018 • Edoardo Vignotto, Sebastian Engelke
Classification tasks usually assume that all possible classes are present during the training phase.