4 papers
Tail Halos: The Covariate Dual of the Tail
Gianmarco Callegher, Miguel de Carvalho
Extreme events are often studied through regression models describing how covariates modify tail parameters. In many applications, however, interest lies directly in identifying th…
Stochastic Variational Inference for Vine Copula Distributional Regression
Gianmarco Callegher, Thomas Kneib
Structured additive distributional regression flexibly relates all parameters of a conditional response distribution to covariates, but multivariate extensions remain challenging w…
Stochastic Variational Inference for Structured Additive Distributional Regression
Gianmarco Callegher, Thomas Kneib, Johannes Söding +1
Structured additive distributional regression extends generalized additive models by allowing all parameters of a response distribution to depend on structured additive predictors.…
Liesel: A Python Framework for Graph-Based Bayesian Modeling and Customizable MCMC with Support for Generalized Additive Models
Hannes Riebl, Johannes Brachem, Thomas Kneib +2
Liesel is a Python framework for Bayesian model building and posterior computation with dedicated support for generalized additive regression models that is designed to reduce fric…