Interests


I have interests in extreme value theory, especially on spatial extremes with some environemtal applications. I'm also interested in computational statistics and geostatistics.

Submissions and current works

Raynal, L. Marin, J.-M., Pudlo, P., Ribatet, M., Robert, C. P. and Estoup, A. ABC random forests for Bayesian parameter inference. Submitted (supplementary material).

Huser, R., Dombry, C., Ribatet, M. and M. GentonFull-likelihood inference for max-stable processes. Submitted (Supplementary Material).

H. Ben Salah, A. Gannoun and M. Ribatet. Conditional Mean-Variance and Mean-Semivariance models in portfolio optimization. Submitted.

H. Ben Salah, De Gooijer, J., A. Gannoun and M. Ribatet. Mean-Variance and Mean-Semivariance portfolio selection: A multivariate nonparametric approach. Submitted.

Books / Book chapters

Ribatet, M. (2017) Modelling spatial extremes using max-stable processes. Book chapter in "Nonlinear and stochastic climate dynamics". Editors: Franzke, C. and O'Kane, T.

Dombry, C., Oesting, M. and Ribatet, M. (2015) Conditional simulation of max-stable processes Book chapter in "Extreme value modeling and risk analysis: Methods and applications". Editors: Dey, D.K. and Yan, J.

Oesting, M., Ribatet, M. and Dombry, C. (2015) Simulation of max-stable processes Book chapter in "Extreme value modeling and risk analysis: Methods and applications". Editors: Dey, D.K. and Yan, J.

Ribatet, M., Dombry, C. and Oesting, M. (2015) Spatial extremes and max-stable processes Book chapter in "Extreme value modeling and risk analysis: Methods and applications". Editors: Dey, D.K. and Yan, J.

Gilleland, E. and Ribatet, M. (2014) Computational actuarial science with R, chapter 6. Chapman & Hall/CRC The R Series, editor Charpentier, A.

Papers: Theory and Methods

Dombry, C., Ribatet, M. and Stoev, S. Probabilities of concurrent extremes. To appear in the Journal of the American Statistical Association (Theory & Methods). (talk).

Ben Salah, H., Gannoun, A. and Ribatet, M. A new approach in non parametric estimation of returns in mean-downside risk portfolio frontier. To appear in the International Journal of Portfolio Analysis and Management.

Dombry, C. and Ribatet, M. (2015) Functional regular variations, Pareto processes and peaks over threshold. Statistics and Its Interface (special issue on Extreme Theory and Application, Part II), 8(1):9-17.

Ribatet, M. (2013) Spatial extremes: Max-stable processes at work. Journal of Société Française de Statistique (special edition on extreme value theory), 154(2):156-177.

Dombry, C., Eyi-Minko, F. and Ribatet, M. (2013) Conditional simulations of max-stable processes. Biometrika 100(1):111-124. (talk).

Gilleland, E., Ribatet, M. and Stephenson, A. G. (2013) A comparative software review for extreme value analysis. Extremes 16(1):103-119.

Ribatet, M. and Sedki, M. (2013) Extreme value copulas and max-stable processes. Journal of Société Française de Statistique (special edition on copulas), 154(1):138-150.

Cooley, D., Davison, A. and Ribatet, M. (2012) Bayesian inference from composite likelihoods, with an application to spatial extremes. Statistica Sinica, 22:813-845. (talk).

Davison, A., Padoan, S. and Ribatet, M. (2012) Statistical modelling of spatial extremes. Statistical Science 27(2):161-186. (talk).

Marrel, A., Iooss, B., da Veiga, S. and Ribatet, M. (2012) Global sensitivity analysis of stochastic computer models with joint metamodels. Statistics and Computing 22(3):833-847.

Padoan, S., Ribatet, M. and Sisson, S. (2010) Likelihood-based inference for max-stable processes. Journal of the American Statistical Association (Theory and Methods), 105(489):263-277. (talk).

Iooss, B. and Ribatet, M. (2009) Global sensitivity analysis of computer models with functional inputs Reliability Engineering and system safety, 94(7):1194-1204

Ribatet, M., Ouarda, T.B.M.J., Sauquet, E. and Grésillon, J.-M. (2009) Modeling all exceedances above a threshold using an extremal dependence structure: Inferences on several flood characteristics. Water Resources Research, 45, W03407.

Ribatet, M., Sauquet, E., Grésillon, J.-M. and Ouarda, T. B. M. J. (2007) Usefulness of the reversible jump Markov chain Monte Carlo model in regional flood frequency analysis Water Resources Research, 43, W08403.

Ribatet, M., Sauquet, E., Grésillon, J.-M. and Ouarda, T.B.M.J (2007) A regional Bayesian POT model for flood frequency analysis. Stochastic Environmental Research and Risk Assessment, 21:327-339.

Ribatet, M. (2007) POT: Modelling Peaks Over a Threshold. R News 7(1):34-35.

Papers: Applications

Saley, I., Molinari, N. and Ribatet, M. (2018) Comparing the spatial attractiveness of hospitals using zero-inflated spatial models. Health Serv Outcomes Res Method 18:128.

Saley, I., Molinari, N. and Ribatet, M. (2016) Measuring effect of distance on probability of choosing hospital by patients. Journal of Biostatistics, 13(2), 155-164.

Frossard, L., Rieder, H., Ribatet, M., Staehelin, J., Maeder, J., Di Rocco, S., Davison, A. and Peter, T. (2013) On the relationship between total ozone and atmospheric dynamics and chemistry at mid-latitudes - Part 1: Statistical models and spatial fingerprints of atmospheric dynamics and chemistry. Atmos. Chem. Phys., 13, 147-164.

Rieder, H., Frossard, L., Ribatet, M., Staehelin, J., Maeder, J., Di Rocco, S., Davison, A., Peter, T., Weihs, P. and Holawe, F. (2013) On the relationship between total ozone and atmospheric dynamics and chemistry at mid-latitudes - Part 2: The effects of the El Nino/Southern Oscillation, volcanic eruptions and contributions of atmospheric dynamics and chemistry to long-term total ozone changes. Atmos. Chem. Phys., 13, 165-179.

Frossard, L., Rieder, H., Ribatet, M., Staehelin, J., Maeder, J., Di Rocco, S., Davison, A. and Peter, T. (2012) On the relationship between mean and extreme values in total ozone and atmospheric dynamics and chemistry at mid-latitudes: Part 1 – Statistical Models and spatial fingerprints of atmospheric dynamics and chemistry. Atmos. Chem. Phys. Discuss., 12, 13161-13199.

Rieder, H., Frossard, L., Ribatet, M., Staehelin, J., Maeder, J., Di Rocco, S., Davison, A., Peter, T., Weihs, P., Holawe, F. and Bodeker, G. (2012) On the relationship between mean and extreme values in total ozone and atmospheric dynamics and chemistry at mid-latitudes: Part 2 – A special focus on the effects of the El Niño Southern Oscillation and volcanic eruptions and contributions of atmospheric dynamics and chemistry to long-term total ozone changes, Atmos. Chem. Phys. Discuss., 12, 13201-13236.

Rieder H.E., Jancso L.M., Di Rocco S., Maeder J.A., Staehelin J., Peter T., Ribatet M., and Davison A.C. (2011). Extreme events in total ozone over the Northern mid-latitudes: An analysis based on long-term data sets from five European ground-based stations. Tellus B, 63(5):860-874.

Rieder H.E., Staehelin J., Maeder J.A., Peter T., Ribatet M., Davison A.C., Stübi R., Weihs P., Holawe F. (2010). Extreme events in total ozone over Arosa - Part 2: Fingerprints of atmospheric dynamics and chemistry and effects on mean values and long-term changes. Atmos. Chem. Phys., 10, 10033-10045.

Rieder H.E., Staehelin J., Maeder J.A., Peter T., Ribatet M., Davison A.C., Stübi R., Weihs P., Holawe F. (2010). Extreme events in total ozone over Arosa - Part 1: Application of extreme value theory. Atmos. Chem. Phys. Atmos. Chem. Phys., 10, 10021-10031.

Rieder H.E., Staehelin J., Weihs P., Vuilleumier L., Maeder J.A., Holawe F., Blumthaler M., Lindfors A., Peter T., Simic S., Spichtinger P., Wagner J.E., Walker D., and Ribatet M. (2010). Relationship between high UV-doses, total ozone, surface albedo and cloudiness: An analysis of 30 years of data from Switzerland and Austria. Atmos. Res., 98, 9-20.