publications

An up-to-date list is available on Google Scholar.

preprints

  1. arXiv
    Extrapolation in Statistical Learning with Extreme Value Theory
    Sebastian Engelke, Nicola Gnecco, and Anne Sabourin
    2026
    PDF
  1. arXiv
    Extremes of structural causal models
    Sebastian Engelke, Nicola Gnecco, and Frank Röttger
    2025
    PDF Code

            peer-reviewed

            2026

            1. JMLR
              Boosted Control Functions: Distribution Generalization and Invariance in Confounded Models
              Nicola Gnecco, Jonas Peters, Sebastian Engelke, and Niklas Pfister
              Journal of Machine Learning Research, 2026
              PDF Code

            2024

            1. NeurIPS
              Achievable distributional robustness when the robust risk is only partially identified
              Julia Kostin, Nicola Gnecco, and Fanny Yang
              Neural Information Processing Systems (NeurIPS), 2024
              PDF
            2. JASA
              Extremal Random Forests
              Edossa Merga Terefe Nicola Gnecco, and Sebastian Engelke
              Journal of the American Statistical Association, Theory and Methods, 2024
              PDF Code

            2022

            1. TPAMI
              A Causal Framework for Distribution Generalization
              Rune Christiansen, Niklas Pfister, Martin Emil Jakobsen, Nicola Gnecco, and Jonas Peters
              IEEE Transactions on Pattern Analysis and Machine Intelligence, 2022
              PDF Code

            2021

            1. Ann. Stat.
              Causal discovery in heavy-tailed models
              Nicola Gnecco, Nicolai Meinshausen, Jonas Peters, and Sebastian Engelke
              The Annals of Statistics, 2021
              PDF Code

            theses

                    1. PhD thesis
                      Causal inference for extremes
                      Nicola Gnecco
                      University of Geneva, 2022
                      PDF
                      1. Master’s thesis
                        Causality in Heavy-​Tailed Data
                        Nicola Gnecco
                        ETH Zurich, 2018
                        PDF