Publications de Valérie Chavez

Valerie Chavez-Demoulin, Anthony C Davison and Erwan Koch's contribution to the Discussion of 'The First Discussion Meeting on Statistical aspects of climate change'

Valérie Chavez, Anthony Christopher Davison, Erwan Fabrice Koch

OXFORD UNIV PRESS2023

Causal modelling of heavy-tailed variables and confounders with application to river flow

Valérie Chavez, Anthony Christopher Davison

Confounding variables are a recurrent challenge for causal discovery and inference. In many situations, complex causal mechanisms only manifest themselves in extreme events, or take simpler forms in the extremes. Stimulated by data on extreme river flows a ...

SPRINGER2022

NONSTATIONARY MODELLING OF TAIL DEPENDENCE OF TWO SUBJECTS' CONCENTRATION

Valérie Chavez, Pierre Dillenbourg, Kshitij Sharma

2018

An Application of Extreme Value Theory to Learning Analytics: Predicting Collaboration Outcome from Eye-tracking Data

Valérie Chavez, Kshitij Sharma

The statistics used in education research are based on central trends such as the mean or standard deviation, discarding outliers. This paper adopts another viewpoint that has emerged in Statistics, called the Extreme Value Theory (EVT). EVT claims that th ...

2017

Modelling Time Series Extremes

Valérie Chavez, Anthony Christopher Davison

The need to model rare events of univariate time series has led to many recent advances in theory and methods. In this paper, we review telegraphically the literature on extremes of dependent time series and list some remaining challenges. ...

2012

Discussion of `Threshold modelling of spatially dependent non-stationary extremes with application to hurricane-induced wave heights' by P. J. Northrop and P. Jonathan

Valérie Chavez, Anthony Christopher Davison, Linda Frossard

2011

Revisiting the Edge, Ten Years On

Valérie Chavez, Paul Embrechts

When these lines are written, it is January 21, 2008, a further `Black Monday' on the international markets. Stock indices have fallen between 5 and 10%. Which statistical tools help in describing such events and may help in understanding the consequences? ...

2010

Generalized additive models for sample extremes

Valérie Chavez, Anthony Christopher Davison

2005

Two problems in environmental statistics : capture-recapture analysis and smooth extremal models

Valérie Chavez

EPFL1999