English
Related papers

Related papers: Macro vs. Micro Methods in Non-Life Claims Reservi…

200 papers

Multimodal regression estimation methods are introduced for regression models involving circular response and/or covariate. The regression estimators are based on the maximization of the conditional densities of the response variable over…

Methodology · Statistics 2024-01-10 María Alonso-Pena , Rosa M. Crujeiras

Estimands using the treatment policy strategy for addressing intercurrent events are common in Phase III clinical trials. One estimation approach for this strategy is retrieved dropout whereby observed data following an intercurrent event…

Nonparametric regression models offer a way to understand and quantify relationships between variables without having to identify an appropriate family of possible regression functions. Although many estimation methods for these models have…

Methodology · Statistics 2023-04-07 Matias Salibian-Barrera

Choice modeling is at the core of understanding how changes to the competitive landscape affect consumer choices and reshape market equilibria. In this paper, we propose a fundamental characterization of choice functions that encompasses a…

Econometrics · Economics 2024-02-21 Amandeep Singh , Ye Liu , Hema Yoganarasimhan

Performing causal inference in observational studies requires we assume confounding variables are correctly adjusted for. G-computation methods are often used in these scenarios, with several recent proposals using Bayesian versions of…

Methodology · Statistics 2021-10-25 Daniel Daly-Grafstein , Paul Gustafson

We develop a nonparametric approach to identify and estimate consumer preferences and unobserved heterogeneity under nonlinear price schedules. Leveraging variation across multiple price schedules, we show that both the utility function and…

Econometrics · Economics 2026-04-29 Samuele Centorrino , Frédérique Fève , Jean-Pierre Florens

We study the asymptotic distribution of the total claim amount for marked Poisson cluster models. The marks determine the size and other characteristics of the individual claims and potentially influence arrival rate of the future claims.…

Probability · Mathematics 2019-03-25 Bojan Basrak , Olivier Wintenberger , Petra Zugec

The number of species can be estimated by sampling individuals from a species assemblage. The problem of estimating generalized species accumulation curve is addressed in a nonparametric Poisson mixture model. A likelihood-based estimator…

Statistics Theory · Mathematics 2007-06-13 Chang Xuan Mao

The method of model averaging has become an important tool to deal with model uncertainty, for example in situations where a large amount of different theories exist, as are common in economics. Model averaging is a natural and formal…

Applications · Statistics 2019-02-05 Mark F. J. Steel

Count data are common in medical research. When these data have more zeros than expected by the most used count distributions, it is common to employ a zero-inflated regression model. However, the interpretability of these models is much…

Methodology · Statistics 2025-09-30 Gustavo H. A. Pereira , Jeremias Leão , Manoel Santos-Neto , Jianwen Cai

The paper deals with the problem of controlling the state of industrial devices according to the readings of their sensors. The current methods rely on one approach to feature extraction in which the prediction occurs. We proposed a…

Machine Learning · Computer Science 2023-01-13 Dmitry Zhevnenko , Mikhail Kazantsev , Ilya Makarov

Computer vision methods have demonstrated considerable potential to streamline ecological and biological workflows, with a growing number of datasets and models becoming available to the research community. However, these resources focus…

Kriging is a widely employed technique, in particular for computer experiments, in machine learning or in geostatistics. An important challenge for Kriging is the computational burden when the data set is large. This article focuses on a…

Statistics Theory · Mathematics 2021-03-01 François Bachoc , Nicolas Durrande , Didier Rullière , Clément Chevalier

This paper proposes a method for estimating consumer preferences among discrete choices, where the consumer chooses at most one product in a category, but selects from multiple categories in parallel. The consumer's utility is additive in…

Machine Learning · Computer Science 2023-08-08 Rob Donnelly , Francisco R. Ruiz , David Blei , Susan Athey

Abundance data are used in ecology for species monitoring and conservation. These count data often display several specific characteristics like numerous missing data, high variance, and a high proportion of zeros, particularly when…

Often, government agencies and survey organizations know the population counts or percentages for some of the variables in a survey. These may be available from auxiliary sources, for example, administrative databases or other high quality…

Methodology · Statistics 2020-11-12 Olanrewaju Akande , Gabriel Madson , D. Sunshine Hillygus , Jerome P. Reiter

To take sample biases and skewness in the observations into account, practitioners frequently weight their observations according to some marginal distribution. The present paper demonstrates that such weighting can indeed improve the…

Methodology · Statistics 2018-11-05 Tobias Niebuhr , Mathias Trabs

Finding a good compromise between the exploitation of known resources and the exploration of unknown, but potentially more profitable choices, is a general problem, which arises in many different scientific disciplines. We propose a…

Disordered Systems and Neural Networks · Physics 2016-10-28 Thomas Gueudré , Alexander Dobrinevski , Jean-Philippe Bouchaud

Recent advances in quantum computing have demonstrated its potential to significantly enhance the analysis and forecasting of complex classical data. Among these, quantum reservoir computing has emerged as a particularly powerful approach,…

Quantum Physics · Physics 2026-04-10 Qingyu Li , Chiranjib Mukhopadhyay , Abolfazl Bayat , Ali Habibnia

In many real problems, dependence structures more general than exchangeability are required. For instance, in some settings partial exchangeability is a more reasonable assumption. For this reason, vectors of dependent Bayesian…

Methodology · Statistics 2018-03-20 Alan Riva Palacio , Fabrizio Leisen