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We introduce a novel machine learning model for credit risk by combining tree-boosting with a latent spatio-temporal Gaussian process model accounting for frailty correlation. This allows for modeling non-linearities and interactions among…

Risk Management · Quantitative Finance 2025-12-19 Pascal Kündig , Fabio Sigrist

Spatial confounding is a fundamental issue in spatial regression models which arises because spatial random effects, included to approximate unmeasured spatial variation, are typically not independent of covariates in the model. This can…

Methodology · Statistics 2025-07-15 Emiko Dupont , Isa Marques , Thomas Kneib

Influenced mixed moving average fields are a versatile modeling class for spatio-temporal data. However, their predictive distribution is not generally known. Under this modeling assumption, we define a novel spatio-temporal embedding and a…

Machine Learning · Statistics 2024-08-05 Imma Valentina Curato , Orkun Furat , Lorenzo Proietti , Bennet Stroeh

The challenge of traversability estimation is a crucial aspect of autonomous navigation in unstructured outdoor environments such as forests. It involves determining whether certain areas are passable or risky for robots, taking into…

Robotics · Computer Science 2025-01-14 Fetullah Atas , Grzegorz Cielniak , Lars Grimstad

A visual system has to learn both which features to extract from images and how to group locations into (proto-)objects. Those two aspects are usually dealt with separately, although predictability is discussed as a cue for both. To…

Computer Vision and Pattern Recognition · Computer Science 2022-05-31 Heiko H. Schütt , Wei Ji Ma

The application of state-of-the-art spatial econometric models requires that the information about the spatial coordinates of statistical units is completely accurate, which is usually the case in the context of areal data. With…

Methodology · Statistics 2019-09-06 Giuseppe Arbia , Maria Michela Dickson , Giuseppe Espa , Diego Giuliani , Flavio Santi

Spatial statistics is an area of study devoted to the statistical analysis of data that have a spatial label associated with them. Geographers often refer to the "location information" associated with the "attribute information," whose…

Methodology · Statistics 2021-05-18 Noel Cressie , Matthew T. Moores

Conditional random field (CRF) and Structural Support Vector Machine (Structural SVM) are two state-of-the-art methods for structured prediction which captures the interdependencies among output variables. The success of these methods is…

Machine Learning · Computer Science 2015-03-19 Qi Mao , Ivor W. Tsang

Residuals in regression models are often spatially correlated. Prominent examples include studies in environmental epidemiology to understand the chronic health effects of pollutants. I consider the effects of residual spatial structure on…

Methodology · Statistics 2010-11-05 Christopher J. Paciorek

Predicting the response at an unobserved location is a fundamental problem in spatial statistics. Given the difficulty in modeling spatial dependence, especially in non-stationary cases, model-based prediction intervals are at risk of…

Methodology · Statistics 2025-07-09 Huiying Mao , Ryan Martin , Brian Reich

Joint modeling of spatially-oriented dependent variables is commonplace in the environmental sciences, where scientists seek to estimate the relationships among a set of environmental outcomes accounting for dependence among these outcomes…

Methodology · Statistics 2021-03-22 Lu Zhang , Sudipto Banerjee , Andrew O. Finley

Incorporating spatial information, particularly those influenced by climate, weather, and demographic factors, is crucial for improving underwriting precision and enhancing risk management in insurance. However, spatial data are often…

Risk Management · Quantitative Finance 2025-11-25 Freek Holvoet , Christopher Blier-Wong , Katrien Antonio

Combining machine learning with econometric analysis is becoming increasingly prevalent in both research and practice. A common empirical strategy involves the application of predictive modeling techniques to 'mine' variables of interest…

Econometrics · Economics 2020-12-22 Mochen Yang , Edward McFowland , Gordon Burtch , Gediminas Adomavicius

When confronting a spatio-temporal regression, it is sensible to feed the model with any available prior information about the spatial dimension. For example, it is common to define the architecture of neural networks based on spatial…

Machine Learning · Computer Science 2020-10-05 Rodrigo de Medrano , José L. Aznarte

Understanding and predicting microstructure evolution is fundamental to materials science, as it governs the resulting properties and performance of materials. Traditional simulation methods, such as phase-field models, offer high-fidelity…

Machine Learning · Computer Science 2026-02-24 Michael Trimboli , Mohammed Alsubaie , Sirani M. Perera , Ke-Gang Wang , Xianqi Li

Autonomous terrain classification is an important problem in planetary navigation, whether the goal is to identify scientific sites of interest or to traverse treacherous areas safely. Past Martian rovers have relied on human operators to…

Robotics · Computer Science 2023-10-04 Anja Sheppard , Katherine A. Skinner

Regression for spatially dependent outcomes poses many challenges, for inference and for computation. Non-spatial models and traditional spatial mixed-effects models each have their advantages and disadvantages, making it difficult for…

Methodology · Statistics 2017-08-02 John Hughes

We introduce a statistical physics inspired supervised machine learning algorithm for classification and regression problems. The method is based on the invariances or stability of predicted results when known data is represented as…

Machine Learning · Statistics 2018-11-19 Patrick Chao , Tahereh Mazaheri , Bo Sun , Nicholas B. Weingartner , Zohar Nussinov

The present work provides an application of Global Sensitivity Analysis to supervised machine learning methods such as Random Forests. These methods act as black boxes, selecting features in high--dimensional data sets as to provide…

Machine Learning · Statistics 2024-07-22 Giulia Vannucci , Roberta Siciliano , Andrea Saltelli

Model averaging, as an appealing ensemble technique, strategically integrates all valuable information from candidate models to construct fast and accurate prediction. Despite of having been widely practiced in many fields such as…

Methodology · Statistics 2026-03-17 Zhuang Yong , Lv Jing , Tingting Li