LIST OF PUBLICATIONS
Most of the publications are available on arXiv or on request.


Book chapters
  1. M.Ribatet, C.Dombry, M.Oesting, Spatial Extremes and Max-Stable Processes. Extreme Value Modeling and Risk Analysis : Methods and Applications. Taylor & Francis. 2016.
  2. M.Oesting, M.Ribatet, C.Dombry, Simulation of Max-Stable Processes. Extreme Value Modeling and Risk Analysis : Methods and Applications. Taylor & Francis. 2016.
  3. C.Dombry, M.Oesting, M.Ribatet, Conditional Simulation of Max-Stable Processes. Extreme Value Modeling and Risk Analysis : Methods and Applications. Taylor & Francis. 2016.

Publications in peer-reviewed international journals
  1. C.Dombry, A probabilistic model for DNA denaturation. Journal of Statistical Physics 120 (2005), 695-719.
  2. C.Dombry, N.Guillotin-Plantard, B.Pinçon et R.Schott, Data structures with dynamical random transitions. Random Structures and Algorithms 28 (2006), 403-426.
  3. C.Dombry, A weighted random walk model - Application to a genetic algorithm. Advances in Applied Probability 39 (2007), 550-568.
  4. J.-C. Breton, C.Dombry, Rescaled weighted random balls models and stable self-similar random fields. Stochastic Process. Appl. 119 (2009), 3633-3652.
  5. C.Dombry, N.Guillotin-Plantard, A functionnal approach for random walks in random sceneries. Electronic Journal of Probability 14 (2009), 1495-1512.
  6. S.Cohen, C.Dombry, Convergence of dependent walks in a random scenery to fBm-local time fractionnal stable motions. J. Math. Kyoto Univ. 49 (2009), 267-286.
  7. C.Dombry, N.Guillotin-Plantard, Discrete approximation of a stable selfsimilar stationary increments process. Bernoulli 15 (2009), 195-222.
  8. C.Dombry, N.Guillotin-Plantard, The Curie-Weiss model with quasiperiodic external random field. Markov Processes and Related Fields 15 (2009), 1-30.
  9. C.Dombry, C.Mazza, Some remarks on Betti numbers of random polygon spaces. Random Structures and Algorithms 37 (2010), 67-84.
  10. C.Dombry, I.Kaj, The on-off network traffic model under intermediate scaling. Queueing Systems 69 (2011), 29-44.
  11. J.-C.Breton, C.Dombry, Functional macroscopic behavior of weighted random ball model. ALEA Lat. Am. J. Probab. Math. Stat. 8 (2011), 177-196.
  12. C.Dombry, C.Mazza, V.Bansaye, Phenotypic diversity and population growth in a fluctuating environment. Advances in Applied Probability 43 (2011), 375-398.
  13. Y.Davydov, C.Dombry, Asymptotic behavior of the convex hull of a stationary gaussian process. Lithuanian Mathematical Journal 52 (2012), 363-368.
  14. C.Dombry, F.Eyi-Minko, Strong mixing properties of max-infinitely divisible random fields. Stochastic Processes and their Applications 122 (2012), 3790-3811.
  15. M.Arnaudon, C.Dombry, Y.Le, A.Phan, Stochastic algorithms for computing means of probability measures. Stochastic Processes and their Applications 122 (2012), 1437-1455
  16. Y.Davydov, C.Dombry, On the convergence of LePage series in Skorohod space. Statistics and Probability Letters 82 (2012), 145-150.
  17. C.Dombry, Extremal shot noises, heavy tails and max-stable random fields. Extremes 15 (2012), 129-158.
  18. C. Dombry, I. Kaj, Moment measures of heavy-tailed renewal point processes : asymptotics and applications. ESAIM Probab. Stat. 17 (2013), 567-591.
  19. C. Dombry, F. Eyi-Minko, M. Ribatet, Conditional simulations of Brown-Resnick processes. Biometrika 100 (2013), 111-124.
  20. C.Dombry, F.Eyi-Minko, Regular conditional distributions of max infinitely divisible processes. Electronic Journal of Probability 18 (2013), 1-21.
  21. Y.Davydov, C.Dombry, Convex hulls of regularly varying processes. Journal of Mathematical Sciences 199 (2014), 150-161.
  22. C. Dombry, P. Jung, A Lindeberg-Feller theorem for stable laws.Statistics and Probability Letters 84 (2014), 198-203.
  23. C. Dombry, F. Eyi-Minko, Stationary max-stable processes with the Markov property. Stochastic Processes and their Applications 124 (2014), 2266-2279.
  24. C. Dombry, Existence and consistency of the maximum likelihood estimators for the extreme value index within the block maxima framework. Bernoulli 21 (2015), 420-436.
  25. C. Dombry, M. Ribatet, Functional regular variations, Pareto processes and peaks over threshold. Statistics and its Interface 8 (2015), 9-17.
  26. C.Dombry, S.Engelke, M.Oesting, Exact simulation of max-stable processes. Biometrika 103 (2016), 303-317.
  27. C.Dombry, F.Eyi-Minko, Extremes of independent stochastic processes : a point process approach. Extremes 19 (2016), 197-218.
  28. C.Dombry, Z.Kabluchko, Non singular flow representation and cone decompositions for stationary max-stable processes. Stochastic Processes and their Applications 127 (2017), 1763-1784.
  29. C.Dombry, S.Engelke, M.Oesting, Bayesian inference for multivariate extreme value distributions. Electronic Journal of Statistics 11 (2017), 4813-4844.
  30. C.Dombry, L.Rabehasaina, High order expansions for renewal functions and applications to ruin probabilities. Annals of Applied Probability 27 (2017), 2342-2382.
  31. C.Dombry, Z.Kabluchko, Random tessellations associated with max-stable random fields. Bernoulli 24 (2018), 30-52.
  32. C.Dombry, M.Ribatet, S.Stoev, Probabilities of concurrent extremes. Journal of the American Statistical Association 113 (2018), 1564-1582.
  33. C.Dombry, M.Zott, Multivariate records and hitting scenarios. Extremes 2 (2018), 343-361.
  34. C.Dombry, E.Hashorva, P.Soulier. Tail measure and tail spectral process of regularly varying time series. Annals of Applied Probability 28 (2018), 3884-3921.
  35. C.Dombry, M.Falk, M.Zott, On functional records and champions.Journal of Theoretical Probability 32 (2019), 1252-1277.
  36. C.Dombry, A.Ferreira, Maximum likelihood estimators based on the block maxima method. Bernoulli 25 (2019), 1690-1723.
  37. E.Koch, C.Dombry, C.Y.Robert, A central limit theorem for functions of stationary max-stable random fields on R^d. Stochastic Processes and their Applications 129 (2019), 3406-3430.
  38. R.Huser, C.Dombry, M.Genton, M.Ribatet, Full likelihood inference for multivariate max-stable distributions. Stat 8 (2019).
  39. S.Chrétien, C.Dombry, A.Faivre, A Semi-Definite Programming approach to low dimensional embedding for unsupervised clustering. Frontiers in Applied Mathematics and Statistics 5 (2019).
  40. O.Ho, C.Dombry, Simple models for multivariate regular variations and the Hüsler-Reiss Pareto distribution. Journal of Multivariate Analysis 173 (2019), 525-550.
  41. A.Mefleh, R.Biard, C.Dombry, Z.Khraibani, Trend detection for heteroscedastic extremes. Extremes 23 (2020), 85-115. doi
  42. A.Mefleh, R.Biard, C.Dombry, Z.Khraibani, Permutation bootstrap in the block maxima method. Communications in Statistics - Simulation and Computation 50 (2021), 291-311. doi
  43. B.Bobbia, C.Dombry, D.Varron . Extreme quantile regression in the proportional tail framework. Georgian Mathematical Journal 175 (2021). doi
  44. C.Spychala, J.Armand, C.Dombry, C.Goga. Multivariate Statistical Analysis for Exploring Road Crash Related Factors in the Franche-Comté region of France.
    Communications in Statistics - Case Studies and Data Analysis 7 (2021), 442 - 474. doi
  45. B.Bobbia, C.Dombry, D.Varron. The coupling method in extreme value theory. Bernoulli 27 (2021), 1824-1850. doi
  46. C.Dombry, C.Tillier, O.Wintenberger, Hidden regular variation for point processes and the single/multiple large point heuristic. Annals of Applied Probability 32 (2022), 191-234. doi
  47. J.Velthoen, C.Dombry, J.J.Cai, S.Engelke. Gradient boosting for extreme quantile regression. Extremes 26 (2023), 639-667. doi
  48. R.Pic, C.Dombry, P.Naveau, R.Taillardat. Distributional regression and its evaluation with the CRPS: Bounds and convergence of the minimax risk. International Journal of Forecasting 39 (2023), 1564-1572. doi
  49. Z. Al Masry, R. Pic, C. Dombry, C. Devalland. A new methodology to predict the oncotype scores based on clinico-pathological data with similar tumor profiles. Breast Cancer Res Treat 3 (2024), 587-598. doi
  50. C.Dombry, Y.Esstafa, The vanishing learning rate asymptotic for linear L2-boosting. ESAIM:PS 28, 228-257, 2024. doi
  51. C.Dombry, J.-J. Duchamps, Infinitesimal Gradient Boosting. Stochastic Processes and Their Applications  170, 2024. doi
  52. C.Dombry, J.-J. Duchamps, A large sample theory for infinitesimal gradient boosting. Bernoulli 20 (2024), 1894-1920. doi
  53. C.Spychala, C.Dombry, C.Goga. Variable selection methods for Log-Gaussian Cox Processes: a case-study on accident data. Spatial Statistics 61, 2024. doi
  54. C. Dombry, T. Modeste, R. Pic. Stone's theorem for distributional regression in Wasserstein distance. Journal of Non Parametric Statistics (2024), 1-23. doi
  55. T. Modeste, C. Dombry. Characterization of translation invariant MMD on R^d and connections with Wasserstein distances. Journal of Machine Learning Research 25 (2024), 1-39. link


Conference proceedings
  1. A.Anagnostopoulos, C.Dombry, N.Guillotin-Plantard, I.Kontoyiannis, E.Upfal, Stochastic analysis of the k-server problem on the circle, In 21st International Meeting on Probabilistic, Combinatorial, and Asymptotic Methods in the Analysis of Algorithms (AofA’10), Discrete Math. Theor. Comput. Sci. Proc., AM, pages 21-34. Assoc. Discrete Math. Theor. Comput. Sci., Nancy, 2010.

Prepublications
  1. B. Bobbia, C. Dombry, D. Varron. A Donsker and Glivenko-Cantelli for random measures linked to extreme value theory. hal-03402380
  2. T. Modeste, C. Dombry. A.L. Fougeres. Modeling and scoring dynamic forecast. hal-04056397
  3. T. Modeste, C. Dombry. A.L. Fougeres. Testing ideal calibration for sequential prediction. hal-04679804
  4. C. Dombry, J. Legrand, T. Opitz. Pareto processes for spatial exceedances in spatial extremes. hal-04636190
  5. R. Pic, C. Dombry, P. Naveau, M. Taillardat.  Distributional regression U-Nets for the postprocessing of precipitation ensemble forecasts. Submitted.
  6. R. Pic, C. Dombry, P. Naveau, M. Taillardat. Proper scoring rules for multivariate probabilistic forecasts based on aggregation and transformation. Submitted.
  7. C. Dombry, A. Zaoui. Distributional regression: CRPS-error bounds for model fitting, model selection and model aggregation. Submitted.

Unpublished manuscripts
  1. A.Faivre, C.Dombry, Total variation regularized non-negative matrix factorization for smooth hyperspectral unmixing. arXiv:1706.0924
  2. C.Dombry, S.Engelke, M.Oesting, Asymptotic properties of likelihood estimators for multivariate extreme value distributions. arXiv:1612.05178.