3 citations · 6 across the 7 of their papers we have counts for
8 papers
Mobility and Mobility Measures
Frank A. Cowell, Emmanuel Flachaire
We examine whether mobility measures appropriately represent changes in individual status, like income or ranks. We suggest three elementary principles for mobility comparisons and…
Probabilistic Scores of Classifiers, Calibration is not Enough
Agathe Fernandes Machado, Arthur Charpentier, Emmanuel Flachaire +2
In binary classification tasks, accurate representation of probabilistic predictions is essential for various real-world applications such as predicting payment defaults or assessi…
From Uncertainty to Precision: Enhancing Binary Classifier Performance through Calibration
Agathe Fernandes Machado, Arthur Charpentier, Emmanuel Flachaire +2
The assessment of binary classifier performance traditionally centers on discriminative ability using metrics, such as accuracy. However, these metrics often disregard the model's…
Optimal Transport for Counterfactual Estimation: A Method for Causal Inference
Arthur Charpentier, Emmanuel Flachaire, Ewen Gallic
Many problems ask a question that can be formulated as a causal question: "what would have happened if...?" For example, "would the person have had surgery if he or she had been Bl…
GAM(L)A: An econometric model for interpretable Machine Learning
Emmanuel Flachaire, Gilles Hacheme, Sullivan Hué +1
Despite their high predictive performance, random forest and gradient boosting are often considered as black boxes or uninterpretable models which has raised concerns from practiti…
Pareto models for risk management
Arthur Charpentier, Emmanuel Flachaire
The Pareto model is very popular in risk management, since simple analytical formulas can be derived for financial downside risk measures (Value-at-Risk, Expected Shortfall) or rei…
Extended Scale-Free Networks
Arthur Charpentier, Emmanuel Flachaire
Recently, Broido & Clauset (2019) mentioned that (strict) Scale-Free networks were rare, in real life. This might be related to the statement of Stumpf, Wiuf & May (2005), that sub…
Econométrie et Machine Learning
Arthur Charpentier, Emmanuel Flachaire, Antoine Ly
Econometrics and machine learning seem to have one common goal: to construct a predictive model, for a variable of interest, using explanatory variables (or features). However, the…