Skip to content
View AnasMourahib's full-sized avatar
5 followers · 2 following

Block or report AnasMourahib

Block user

Prevent this user from interacting with your repositories and sending you notifications. Learn more about blocking users.

You must be logged in to block users.

Maximum 250 characters. Please don't include any personal information such as legal names or email addresses. Markdown supported. This note will be visible to only you.
Report abuse

Contact GitHub support about this user’s behavior. Learn more about reporting abuse.

Report abuse
AnasMourahib/README.md

Hi 👋 I'm Anas Mourahib

Postdoctoral Researcher in Statistics | Open to Data Science, ML, and Research positions

I develop statistical and machine learning methods for complex systems, with expertise in causal inference, extreme value modeling, and graphical models. I enjoy translating advanced research into reproducible code and practical applications in finance, hydrology, and industrial systems.

🔬 Technical Skills

  • Languages & Tools: Python, R, Julia, C/C++, LaTeX, Git/GitHub
  • ML & Data: Statistical Machine Learning, Neural Networks, Probabilistic & Graphical Models, Causal Inference
  • Other: Reproducible workflows (RMarkdown, Jupyter Notebooks), Simulation & Modeling, Data-driven risk analysis

📌 Selected Projects

  • Root Cause Detection Project – Postdoctoral work in collaboration with ASML: developing data-driven methods for diagnosing issues in complex industrial systems using causal inference and statistical learning.
  • Dependence Modeling Course Materials – Public repository with R and Python simulations for structure learning in undirected and directed graphical models: GitHub link.
  • Penalized Least Squares Estimator for Extreme-Value Mixture Models – Accompanying paper implementations in R, C, Python, and Julia: GitHub link.

📚 Selected Publications

  • Mourahib, A., Kiriliouk, A., & Segers, J. (2024). Multivariate generalized Pareto distributions along extreme directions. Extremes, 1–34.
  • Mourahib, A., Kiriliouk, A., & Segers, J. (2024–present). Estimating sparse extreme-value mixture models.
  • Mourahib, A., Engelke, S., & Segers, J. (2024–present). Extremal graphical models with non-standard extreme directions.

🚀 Currently Seeking

Industry positions in Data Science, Machine Learning, or Research. Open to remote and relocation opportunities.

📫 Contact

Popular repositories Loading

  1. wildfire_modeling wildfire_modeling Public

    This repository includes some applications of extreme value analysis techniques for modeling wildfire data. It's a work in progress :) — feel free to reach out if you'd like more details!

    R 1

  2. MGPD-simulation MGPD-simulation Public

    In this repository, we simulate from the multivariate generalized Pareto distribution associated to the mixture model defined in Mourahib, Anas, Anna Kiriliouk, and Johan Segers. "Multivariate gene…

    R

  3. Penalized_least-squares_estimator Penalized_least-squares_estimator Public

    This is a repo for the PLS estimator introduced in Mourahib Anas, Anna Kiriliouk, and Johan Segers. "A penalized least squares estimator for extreme-value mixture models." arXiv preprint arXiv:2506…

    R

  4. Snake_game Snake_game Public

    A classic Snake game in Python – reliving childhood memories!

    Jupyter Notebook

  5. Dependence-modeling- Dependence-modeling- Public

    This is a repository created to illustrate some R and python implementations for the dependence modeling course

    HTML

  6. ASML-presentation- ASML-presentation- Public

    This repository contains the materials for my presentation entitled “Introduction to Extreme Value Theory”, given at ASML on 7 October 2025.

    Python