1 citations · 1 across the 2 of their papers we have counts for
2 papers
stat.ML2023
LegendreTron: Uprising Proper Multiclass Loss Learning
Kevin Lam, Christian Walder, Spiridon Penev +1
Loss functions serve as the foundation of supervised learning and are often chosen prior to model development. To avoid potentially ad hoc choices of losses, statistical decision t…
stat.CO2015★ 1 cited
The Dynamic Splitting Method with an application to portfolio credit risk
Kevin Lam, Zdravko Botev
We consider the problem of accurately measuring the credit risk of a portfolio consisting of loss exposures such as loans, bonds and other financial assets. We are particularly int…