相关论文: Individual Claims Forecasting with Bayesian Mixtur…

We develop Bayesian models for density regression with emphasis on discrete outcomes. The problem of density regression is approached by considering methods for multivariate density estimation of mixed scale variables, and obtaining…

We propose an individual claims reserving model based on the conditional Aalen-Johansen estimator, as developed in Bladt and Furrer (2023b). In our approach, we formulate a multi-state problem, where the underlying variable is the…

Recently developed techniques have made it possible to quickly learn accurate probability density functions from data in low-dimensional continuous space. In particular, mixtures of Gaussians can be fitted to data very quickly using an…

In this work, we propose differentially private methods for hypothesis testing, model averaging, and model selection for normal linear models. We consider Bayesian methods based on mixtures of $g$-priors and non-Bayesian methods based on…

We propose a novel approach for loss reserving based on deep neural networks. The approach allows for joint modeling of paid losses and claims outstanding, and incorporation of heterogeneous inputs. We validate the models on loss reserving…

This paper uses Gaussian mixture model instead of linear Gaussian model to fit the distribution of every node in Bayesian network. We will explain why and how we use Gaussian mixture models in Bayesian network. Meanwhile we propose a new…

Bayesian models of legal arguments generally aim to produce a single integrated model, combining each of the legal arguments under consideration. This combined approach implicitly assumes that variables and their relationships can be…

The use of a finite mixture of normal distributions in model-based clustering allows to capture non-Gaussian data clusters. However, identifying the clusters from the normal components is challenging and in general either achieved by…

Finite mixture models have become a popular tool for clustering. Amongst other uses, they have been applied for clustering longitudinal data and clustering high-dimensional data. In the latter case, a latent Gaussian mixture model is…

Multimodel ensembling has been widely used to improve climate model predictions, and the improvement strongly depends on the ensembling scheme. In this work, we propose a Bayesian neural network (BNN) ensembling method, which combines…

In this paper, we develop a novel online federated learning framework for classification, designed to handle streaming data from multiple clients while ensuring data privacy and computational efficiency. Our method leverages the generalized…

We present a novel framework for concomitant dimension reduction and clustering. This framework is based on a novel class of Bayesian clustering factor models. These models assume a factor model structure where the vectors of common factors…

The explosion of mobile phone communications in the last years occurs at a moment where data processing power increases exponentially. Thanks to those two changes in a global scale, the road has been opened to use mobile phone…

We develop the methodology and a detailed case study in use of a class of Bayesian predictive synthesis (BPS) models for multivariate time series forecasting. This extends the recently introduced foundational framework of BPS to the…

Our article considers the class of recently developed stochastic models that combine claims payments and incurred losses information into a coherent reserving methodology. In particular, we develop a family of Heirarchical Bayesian…

Safe and reliable disclosure of information from confidential data is a challenging statistical problem. A common approach considers the generation of synthetic data, to be disclosed instead of the original data. Efficient approaches ought…

This study proposes a unified forecasting framework for high-dimensional multi-task time series to meet the prediction demands of cloud native backend systems operating under highly dynamic loads, coupled metrics, and parallel tasks. The…

Insurance products frequently cover significant claims arising from a variety of sources. To model losses from these products accurately, actuarial models must account for high-severity claims. A widely used strategy is to apply a mixture…

Data sets are growing in complexity thanks to the increasing facilities we have nowadays to both generate and store data. This poses many challenges to machine learning that are leading to the proposal of new methods and paradigms, in order…

Risk aggregation is a popular method used to estimate the sum of a collection of financial assets or events, where each asset or event is modelled as a random variable. Applications, in the financial services industry, include insurance,…