3 papers
stat.AP2026
Semi-structured multi-state delinquency model for mortgage default
Victor Medina-Olivares, Wangzhen Xia, Stefan Lessmann +1
We propose a semi-structured discrete-time multi-state model to analyse mortgage delinquency transitions. This model combines an easy-to-understand structured additive predictor, w…
cs.LG2026
Scalable Learning of Multivariate Distributions via Coresets
Zeyu Ding, Katja Ickstadt, Nadja Klein +2
Efficient and scalable non-parametric or semi-parametric regression analysis and density estimation are of crucial importance to the fields of statistics and machine learning. Howe…
stat.ME2024
Boosting Distributional Copula Regression for Bivariate Right-Censored Time-to-Event Data
Guillermo Briseno-Sanchez, Nadja Klein, Andreas Groll +1
We propose a highly flexible distributional copula regression model for bivariate time-to-event data in the presence of right-censoring. The joint survival function of the response…