18 citations · 93 across the 40 of their papers we have counts for
3 papers · 1 filter
Infinitesimal gradient boosting
Clément Dombry, Jean-Jil Duchamps
We define infinitesimal gradient boosting as a limit of the popular tree-based gradient boosting algorithm from machine learning. The limit is considered in the vanishing-learning-…
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…
Hidden regular variation for point processes and the single/multiple large point heuristic
Clément Dombry, Charles Tillier, Olivier Wintenberger
We consider regular variation for marked point processes with independent heavy-tailed marks and prove a single large point heuristic: the limit measure is concentrated on the cone…