Extreme Value Analysis (EVA) in Python
-
Updated
Jul 30, 2024 - Python
Extreme Value Analysis (EVA) in Python
scikit-extremes is a basic statistical package to perform univariate extreme value calculations using Python
Modelling extreme values
The repo contains the main topics carried out in my master's thesis on operational risk. In particular, it is described how to implement the so called Loss Distribution Approach (LDA), which is considered the state-of-the-art method to compute capital charge among large banks.
Ratio-of-Uniforms Sampling for Bayesian Extreme Value Analysis
Threshold Selection and Uncertainty for Extreme Value Analysis
Estimation of the Extremal Index
Partially-Interpretable Neural Networks for Extreme Value modelling
Extreme value analysis using MATLAB
Python implementation of the paper "A study on wrist identification for forensic investigation" https://www.sciencedirect.com/science/article/abs/pii/S0262885619300733
In this project, I will study two dataset: . Fort Collins (Colorado) Daily precipitation amounts (inches) from a single rain gauge in Fort Collins, Colorado / . This dataset shows the annual maximum sea-levels recorded at Port Pirie, a location just north of Adelaide, South Australia, over the period 1923–1987
Loglikelihood Adjustment for Extreme Value Models
This paper develops new methods to handle false positives in High-Throughput Screening experiments.
Official implementation of "Extreme Value Meta-Learning for Few-Shot Open-Set Recognition of Hyperspectral Images" (TGRS'23)
Generalised Additive Extreme Value Models for Location, Scale and Shape
PROJECT MIGRATED TO CODEBERG - Reinforcement Learning in Multiplicative Domains
This repo contains the all the files (data, coding scripts and thesis) of my Master Thesis in Mathematics, where I had the opportunity to develop a ML model from scratch.
Time Series Seasonal Extreme Studentized Deviate(S-ESD) in Python
This repository contains code, data, output, and figures associated with the A univariate extreme value analysis and change point detection of monthly discharge in Kali Kupang, Central Java, Indonesia manuscript
Add a description, image, and links to the extreme-value-statistics topic page so that developers can more easily learn about it.
To associate your repository with the extreme-value-statistics topic, visit your repo's landing page and select "manage topics."