Results 51 to 60 of about 269 (141)
Copulas in finance and insurance [PDF]
, 2008 Copulas provide a potential useful modeling tool to represent the dependence structure among variables and to generate joint distributions by combining given marginal distributions. Simulations play a relevant role in finance and insurance.
Romera, Rosario, Molanes, Elisa M.
core
Tree Ensemble Explainability through the Hoeffding Functional Decomposition and TreeHFD Algorithm
CoRRTree ensembles have demonstrated state-of-the-art predictive performance across a wide range of problems involving tabular data. Nevertheless, the black-box nature of tree ensembles is a strong limitation, especially for applications with critical decisions at stake.
openaire +2 more sources
A class of U-statistics and asymptotic normality of the number of k-clusters
, 1992 A central limit theorem is proved for a class of U-statistics whose kernel depends on the sample size and for which the projection method may fail, since several terms in the Hoeffding decomposition contribute to the limiting variance.
Jayanta K Ghosh +5 more
core +1 more source
Efficient novel network and index for alcoholism detection from EEGs. [PDF]
Health Inf Sci Syst, 2023 Sadiq MT +4 more
europepmc +1 more source
A novel online multi-task learning for COVID-19 multi-output spatio-temporal prediction. [PDF]
Heliyon, 2023 Wu Z, Loo CK, Obaidellah U, Pasupa K.
europepmc +1 more source
Decompositions of finite high-dimensional random arrays
, 2023 A $d$-dimensional random array on a nonempty set $I$ is a stochastic process $\boldsymbol{X}=\langle X_s:s\in \binom{I}{d}\rangle$ indexed by the set $\binom{I}{d}$ of all $d$-element subsets of $I$.
Tyros, Konstantinos +2 more
core
, 2023 My research work lies at the interface of extreme value theory, sensitivity analysis, and non-parametric inference. The links between the first two themes are not obvious but their combination has proved fruitful.The aim of extreme value theory is to ...
Mercadier, Cécile
core +2 more sources
A MARTINGALE DECOMPOSITION FOR QUADRATIC FORMS OF MARKOV CHAINS (WITH APPLICATIONS)
, 2013 . We develop a martingale-based decomposition for a general class of quadratic forms of Markov chains, which resembles the well-known Hoeffding decomposition of U-statistics of i.i.d. data up to a reminder term.
D. Cattaneo, Matias, Yves F. Atchade
core
On Variance Estimation of Random Forests with Infinite-Order U-statistics
, 2023 Infinite-order U-statistics (IOUS) has been used extensively on subbagging ensemble learning algorithms such as random forests to quantify its uncertainty.
Xu, Tianning +2 more
core
Active Actions in the Extraction of Urban Objects for Information Quality and Knowledge Recommendation with Machine Learning. [PDF]
Sensors (Basel), 2022 Silva LA +5 more
europepmc +1 more source