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stat.ML2026
Gradient boosting for extremes: sampling theory and application to insurance
Stéphane Lhaut, Olivier Lopez
We develop a statistical learning theory for gradient boosting applied to the estimation of covariate-dependent Generalized Pareto (GP) distributions in the context of Peaks-over-T…
stat.ML2025
WTNN: Weibull-Tailored Neural Networks for survival analysis
Gabrielle Rives, Olivier Lopez, Nicolas Bousquet
The Weibull distribution is a commonly adopted choice for modeling the survival of systems subject to maintenance over time. When only proxy indicators and censored observations ar…