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We explore a statistical distribution that can simultaneously model the probability of zero outcome for non-users of health care utilization and continuous costs for users. We compare this distribution to other com- monly used models on…
Dimension reduction of high-dimensional microbiome data facilitates subsequent analysis such as regression and clustering. Most existing reduction methods cannot fully accommodate the special features of the data such as count-valued and…
Combining the merits of both denoising diffusion probabilistic models and gradient boosting, the diffusion boosting paradigm is introduced for tackling supervised learning problems. We develop Diffusion Boosted Trees (DBT), which can be…
This paper evaluates Machine Learning (ML) in establishing ratemaking for new insurance schemes. To make the evaluation feasible, we established expected indemnities as premiums. Then, we use ML to forecast indemnities using a minimum set…
This paper proposes a new generalized linear model with the fractional binomial distribution. Zero-inflated Poisson/negative binomial distributions are used for count data with many zeros. To analyze the association of such a count variable…
Researchers in urban and regional studies increasingly deal with spatial data that reflects geographic location and spatial relationships. As a framework for dealing with the unique nature of spatial data, various spatial regression models…
Pricing actuaries typically operate within the framework of generalized linear models (GLMs). With the upswing of data analytics, our study puts focus on machine learning methods to develop full tariff plans built from both the frequency…
Traditional power flow methods often adopt certain assumptions designed for passive balanced distribution systems, thus lacking practicality for unbalanced operation. Moreover, their computation accuracy and efficiency are heavily subject…
In this work we apply several Poisson and zero-inflated models for software defect prediction. We apply different functions from several R packages such as pscl, MASS, R2Jags and the recent glmmTMB. We test the functions using the Equinox…
The Dirichlet-multinomial (DM) distribution plays a fundamental role in modern statistical methodology development and application. Recently, the DM distribution and its variants have been used extensively to model multivariate count data…
The problem of class imbalance along with class-overlapping has become a major issue in the domain of supervised learning. Most supervised learning algorithms assume equal cardinality of the classes under consideration while optimizing the…
Probabilistic prediction aims to compute predictive distributions rather than single point predictions. These distributions enable practitioners to quantify uncertainty, compute risk, and detect outliers. However, most probabilistic methods…
Ambient diffusion is a recently proposed framework for training diffusion models using corrupted data. Both Ambient Diffusion and alternative SURE-based approaches for learning diffusion models from corrupted data resort to approximations…
We present a new variable selection method based on model-based gradient boosting and randomly permuted variables. Model-based boosting is a tool to fit a statistical model while performing variable selection at the same time. A drawback of…
We present a new algorithm for boosting generalized additive models for location, scale and shape (GAMLSS) that allows to incorporate stability selection, an increasingly popular way to obtain stable sets of covariates while controlling the…
We present a Bayesian nonparametric model for conditional distribution estimation using Bayesian additive regression trees (BART). The generative model we use is based on rejection sampling from a base model. Typical of BART models, our…
With the insight of variance-bias decomposition, we design a new hybrid bagging-boosting algorithm named SBPMT for classification problems. For the boosting part of SBPMT, we propose a new tree model called Probit Model Tree (PMT) as base…
Over an extensive duration, administrators and clinicians have endeavoured to predict Emergency Department (ED) visits with precision, aiming to optimise resource distribution. Despite the proliferation of diverse AI-driven models tailored…
Standard gradient descent methods yield point estimates with no measure of confidence. This limitation is acute in overparameterized and low-data regimes, where models have many parameters relative to available data and can easily overfit.…
When random effects are correlated with sample design variables, the usual approach of employing individual survey weights (constructed to be inversely proportional to the unit survey inclusion probabilities) to form a pseudo-likelihood no…