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03/13/2023
A new methodology to predict the oncotype scores based on clinico-pathological data with similar tumor profiles
Introduction: The Oncotype DX (ODX) test is a commercially available mol...
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02/02/2023
Stone's theorem for distributional regression in Wasserstein distance
We extend the celebrated Stone's theorem to the framework of distributio...
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10/03/2022
A large sample theory for infinitesimal gradient boosting
Infinitesimal gradient boosting is defined as the vanishing-learning-rat...
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05/09/2022
Mathematical Properties of Continuous Ranked Probability Score Forecasting
The theoretical advances on the properties of scoring rules over the pas...
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04/26/2021
Infinitesimal gradient boosting
We define infinitesimal gradient boosting as a limit of the popular tree...
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03/01/2021
Gradient boosting for extreme quantile regression
Extreme quantile regression provides estimates of conditional quantiles ...
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12/29/2020
Behavior of linear L2-boosting algorithms in the vanishing learning rate asymptotic
We investigate the asymptotic behaviour of gradient boosting algorithms ...
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02/05/2020
Extreme quantile regression in a proportional tail framework
We revisit the model of heteroscedastic extremes initially introduced by...
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12/06/2019
The coupling method in extreme value theory
A coupling method is developed for univariate extreme value theory , pro...
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12/26/2017
Simple models for multivariate regular variations and the Hüsler-Reiss Pareto distribution
We revisit multivariate extreme value theory modeling by emphasizing mul...
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06/29/2016