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20102024
most citedMultivariate outlier detection based on a robust Mahalanobis distance with shrinkage estimators

96 citations · 374 across the 25 of their papers we have counts for

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Showing 2024Show all

5 papers · 1 filter

cs.LG2024★ 1 cited

nn2poly: An R Package for Converting Neural Networks into Interpretable Polynomials

Pablo Morala, Jenny Alexandra Cifuentes, Rosa E. Lillo +1

The nn2poly package provides the implementation in R of the NN2Poly method to explain and interpret feed-forward neural networks by means of polynomial representations that predict…

stat.ME2024★ 2 cited

Comparing Lasso and Adaptive Lasso in High-Dimensional Data: A Genetic Survival Analysis in Triple-Negative Breast Cancer

Pilar González-Barquero, Rosa E. Lillo, Álvaro Méndez-Civieta

In high-dimensional survival analysis, effective variable selection is crucial for both model interpretation and predictive performance. This paper investigates Cox regression with…

q-fin.RM2024

Analysis of an aggregate loss model in a Markov renewal regime

Pepa Ramírez-Cobo, Emilio Carrizosa, Rosa Elvira Lillo

In this article we consider an aggregate loss model with dependent losses. The losses occurrence process is governed by a two-state Markovian arrival process (MAP2), a Markov renew…

stat.ME2024★ 12 cited

A bivariate two-state Markov modulated Poisson process for failure modelling

Yoel G. Yera, Rosa E. Lillo, Bo F. Nielsen +2

Motivated by a real failure dataset in a two-dimensional context, this paper presents an extension of the Markov modulated Poisson process (MMPP) to two dimensions. The one-dimensi…

stat.CO2024★ 7 cited

Fitting procedure for the two-state Batch Markov modulated Poisson process

Yoel G. Yera, Rosa E. Lillo, Pepa Ramírez-Cobo

The Batch Markov Modulated Poisson Process (BMMPP) is a subclass of the versatile Batch Markovian Arrival process (BMAP) which has been proposed for the modeling of dependent event…