most citedComposite Quantile Regression With XGBoost Using the Novel Arctan Pinball Loss

2 citations · 3 across the 2 of their papers we have counts for

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2 papers

stat.ML2024★ 2 cited

Composite Quantile Regression With XGBoost Using the Novel Arctan Pinball Loss

Laurens Sluijterman, Frank Kreuwel, Eric Cator +1

This paper explores the use of XGBoost for composite quantile regression. XGBoost is a highly popular model renowned for its flexibility, efficiency, and capability to deal with mi…

stat.ML2023★ 1 cited

Likelihood-ratio-based confidence intervals for neural networks

Laurens Sluijterman, Eric Cator, Tom Heskes

This paper introduces a first implementation of a novel likelihood-ratio-based approach for constructing confidence intervals for neural networks. Our method, called DeepLR, offers…