3 papers
stat.AP2025
Forecasting sub-population mortality using credibility theory
Mathias Lindholm, Gabriele Pittarello
The focus of the present paper is to forecast mortality rates for small sub-populations that are parts of a larger super-population. In this setting the assumption is that it is po…
stat.ME2025
Regularisation of CART trees by summation of -values
Nils Engler, Mathias Lindholm, Filip Lindskog +1
The standard procedure to decide on the complexity of a CART regression tree is to use cross-validation with the aim of obtaining a predictor that generalises well to unseen data.…
stat.ML2024
A tree-based varying coefficient model
Henning Zakrisson, Mathias Lindholm
The paper introduces a tree-based varying coefficient model (VCM) where the varying coefficients are modelled using the cyclic gradient boosting machine (CGBM) from Delong et al. (…