High-Dimensional Extremes

This respository contains the code to the paper

Extremes in High Dimensions: Methods and Scalable Algorithms.

Use

Dependencies

Licensing

The code is licensed under the MIT license. To view the MIT license, please consult LICENSE.txt.

Authors

• Johannes Lederer
• Marco Oesting

References

Lederer, J. and Oesting M., 2023. Extremes in High Dimensions: Methods and Scalable Algorithms. arXiv.