Research works

Preprints

A lightweight framework for characterising extreme precipitation events in climate ensembles

D. Healy, I. Antoniano-Villalobos, C. Collarin, N. Huet, I. Prosdocimi, E. Siviero, arXiv:2603.17502 (2026) – preprint

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

Publications

Orthogonal parametrisations of Extreme-Value distributions

N. Huet and I. Prosdocimi, Statistics & Probability Letters (2026) – paper – code

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

N. Huet, P. Naveau and A. Sabourin, Journal of the Royal Statistical Society Series C: Applied Statistics (2026) – paper – code

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.