65 citations · 65 across the 3 of their papers we have counts for
3 papers
stat.ME2025
Integrating Complex Covariate Transformations in Generalized Additive Models
Claudia Collarin, Matteo Fasiolo, Yannig Goude +1
Transformations of covariates are widely used in applied statistics to improve interpretability and to satisfy assumptions required for valid inference. More broadly, feature engin…
stat.CO2025
Scalable Fitting Methods for Multivariate Gaussian Additive Models with Covariate-dependent Covariance Matrices
Vincenzo Gioia, Matteo Fasiolo, Ruggero Bellio +1
We propose efficient computational methods to fit multivariate Gaussian additive models, where the mean vector and the covariance matrix are allowed to vary with covariates, in an…
stat.ME2016★ 65 cited
A generalized Fellner-Schall method for smoothing parameter estimation with application to Tweedie location, scale and shape models
Simon N. Wood, Matteo Fasiolo
We consider the estimation of smoothing parameters and variance components in models with a regular log likelihood subject to quadratic penalization of the model coefficients, via…