265 citations
- Université de Franche-ComtéFR141 papers
- Centre National de la Recherche ScientifiqueFR71 papers
- Université Bourgogne Franche-ComtéFR44 papers
- Laboratoire de Mathématiques Blaise PascalFR37 papers
- Texas Medical BoardUS14 papers
- Université de BourgogneFR13 papers
- Institut de Mathématiques de BordeauxFR8 papers
- Institut de recherche mathématique de RennesFR7 papers
- Laboratoire d’Analyse et de Mathématiques AppliquéesFR7 papers
- MRC Laboratory of Molecular BiologyGB7 papers
- Institute of MathematicsPL6 papers
- Institut national de recherche en sciences et technologies du numériqueFR6 papers
18 papers · 1 filter
Distributional regression with reject option
Ahmed Zaoui, Clément Dombry
Selective prediction, where a model has the option to abstain from making a decision, is crucial for machine learning applications in which mistakes are costly. In this work, we fo…
Distributional regression: CRPS-error bounds for model fitting, model selection and convex aggregation
Clément Dombry, Ahmed Zaoui
Distributional regression aims at estimating the conditional distribution of a targetvariable given explanatory co-variates. It is a crucial tool for forecasting whena precise unce…
Pareto processes for threshold exceedances in spatial extremes
Clement Dombry, Juliette Legrand, Thomas Opitz
We review some recent development in the theory of spatial extremes related to Pareto Processes and modeling of threshold exceedances. We provide theoretical background, methodolog…
Estimating weak periodic vector autoregressive time series
Yacouba Boubacar Maïnassara, Eugen Ursu
This article develops the asymptotic distribution of the least squares estimator of the model parameters in periodicvector autoregressive time series models (hereafter PVAR) with u…
Estimation of subcritical Galton Watson processes with correlated immigration
Yacouba Boubacar Mainassara, Landy Rabehasaina
We consider an observed subcritical Galton Watson process with correlated stationary immigration process . Two situations a…
Stone's theorem for distributional regression in Wasserstein distance
Clément Dombry, Thibault Modeste, Romain Pic
We extend the celebrated Stone's theorem to the framework of distributional regression. More precisely, we prove that weighted empirical distribution with local probability weights…