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Dimension reduction in multivariate extremes Application to anomaly detection

Anne Sabourin 1, 2
1 S2A - Signal, Statistique et Apprentissage
LTCI - Laboratoire Traitement et Communication de l'Information
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https://hal.telecom-paris.fr/hal-02287865
Contributor : Telecomparis Hal <>
Submitted on : Friday, September 13, 2019 - 5:26:40 PM
Last modification on : Wednesday, June 24, 2020 - 4:19:54 PM

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  • HAL Id : hal-02287865, version 1

Citation

Anne Sabourin. Dimension reduction in multivariate extremes Application to anomaly detection. Extreme Value Analysis, Jun 2015, Ann Arbor, United States. ⟨hal-02287865⟩

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