3 papers
stat.ME2024
Enhanced variable selection for boosting sparser and less complex models in distributional copula regression
Annika Strömer, Nadja Klein, Christian Staerk +3
Structured additive distributional copula regression allows to model the joint distribution of multivariate outcomes by relating all distribution parameters to covariates. Estimati…
stat.ME2022
Boosting Multivariate Structured Additive Distributional Regression Models
Annika Strömer, Nadja Klein, Christian Staerk +2
We develop a model-based boosting approach for multivariate distributional regression within the framework of generalized additive models for location, scale, and shape. Our approa…
stat.ME2022
Deselection of Base-Learners for Statistical Boosting -- with an Application to Distributional Regression
Annika Strömer, Christian Staerk, Nadja Klein +3
We present a new procedure for enhanced variable selection for component-wise gradient boosting. Statistical boosting is a computational approach that emerged from machine learning…