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Fabio Sigrist

A Spatio-Temporal Machine Learning Model for Mortgage Credit Risk: Default Probabilities and Loan Portfolios

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Oct 03, 2024
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Iterative Methods for Full-Scale Gaussian Process Approximations for Large Spatial Data

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May 23, 2024
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Iterative Methods for Vecchia-Laplace Approximations for Latent Gaussian Process Models

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Oct 18, 2023
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A Comparison of Machine Learning Methods for Data with High-Cardinality Categorical Variables

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Jul 05, 2023
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Latent Gaussian Model Boosting

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May 21, 2021
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Gaussian Process Boosting

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Apr 06, 2020
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KTBoost: Combined Kernel and Tree Boosting

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Feb 11, 2019
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Gradient and Newton Boosting for Classification and Regression

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Aug 10, 2018
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