Research works

Preprints

Orthogonal parametrisations of Extreme-Value distributions

N. Huet and I. Prosdocimi, arXiv:2602.16283 (2026) – preprint – code

Robust and efficient estimation for the Generalized Extreme-Value distribution with application to flood frequency analysis in the UK

N. Huet and I. Prosdocimi, arXiv:2510.03338 (2025) – preprint – code

Multi-site modelling and reconstruction of past extreme skew surges along the French Atlantic coast

N. Huet, P. Naveau and A. Sabourin, arXiv:2505.00835 (2025) – preprint – code

Publications

On Regression in Extreme Regions

S. Clémençon, N. Huet and A. Sabourin, Electronic Journal of Statistics 19 (2025) – paper – code

Regular variation in Hilbert spaces and principal component analysis for functional extremes

S. Clémençon, N. Huet and A. Sabourin, Stochastic Processes and their Applications 174 (2024) – paper

PhD

Statistical learning for multivariate and functional extremes

Nathan Huet supervised by Prof. Stephan Clémençon and Prof. Anne Sabourin (2024) – manuscript – slides

Reviewer

I served as a reviewer for Extremes, Journal of American Statistical Association, Environmetrics, Statistical Methods and Applications, AISTATS 2023 and ICML 2023.