9 citations · 11 across the 2 of their papers we have counts for
3 papers
Gradient boosting for extreme quantile regression
Jasper Velthoen, Clément Dombry, Juan-Juan Cai +1
Extreme quantile regression provides estimates of conditional quantiles outside the range of the data. Classical quantile regression performs poorly in such cases since data in the…
Interpretable random forest models through forward variable selection
Jasper Velthoen, Juan-Juan Cai, Geurt Jongbloed
Random forest is a popular prediction approach for handling high dimensional covariates. However, it often becomes infeasible to interpret the obtained high dimensional and non-par…
Improving precipitation forecasts using extreme quantile regression
Jasper Velthoen, Juan-Juan Cai, Geurt Jongbloed +1
Aiming to estimate extreme precipitation forecast quantiles, we propose a nonparametric regression model that features a constant extreme value index. Using local linear quantile r…