2 papers
stat.ML2025
Consistency of Selection Strategies for Fraud Detection
Christos Revelas, Otilia Boldea, Bas J. M. Werker
This paper studies how insurers can chose which claims to investigate for fraud. Given a prediction model, typically only claims with the highest predicted propability of being fra…
stat.ML2024
When does Subagging Work?
Christos Revelas, Otilia Boldea, Bas J. M. Werker
We study the effectiveness of subagging, or subsample aggregating, on regression trees, a popular non-parametric method in machine learning. First, we give sufficient conditions fo…