Vladimir Fomichov EVA Talk Preview
From Anna Munro
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Name: Vladimir Fomichov
Talk Title: Spherical clustering in detection of groups of concomitant extremes
Abstract: There is growing empirical evidence that spherical k-means clustering performs well in identification of groups of concomitant extremes in high dimensions, thereby leading to sparse models.
Finally, we illustrate in simulations that k-principal-components outperforms k-means in the difficult case of weak asymptotic dependence within the groups.
This talk is an invited talk at EVA 2021. View the programme here.