4 papers
The asymptotic effect of tuning parameters
Ingrid Dæhlen, Nils Lid Hjort, Ingrid Hobæk Haff
Tuning parameters are parameters involved in an estimating procedure for the purpose of reducing the risk of some other estimator. Examples include the degree of penalization in pe…
Stepwise Variational Inference with Vine Copulas
Elisabeth Griesbauer, Leiv Rønneberg, Arnoldo Frigessi +2
We propose stepwise variational inference (VI) with vine copulas: a universal VI procedure that combines vine copulas with a novel stepwise estimation procedure of the variational…
TVineSynth: A Truncated C-Vine Copula Generator of Synthetic Tabular Data to Balance Privacy and Utility
Elisabeth Griesbauer, Claudia Czado, Arnoldo Frigessi +1
We propose TVineSynth, a vine copula based synthetic tabular data generator, which is designed to balance privacy and utility, using the vine tree structure and its truncation to d…
Generalised logistic regression with vine copulas
Ingrid Hobæk Haff, Simon Boge Brant, Haakon Bakka
We propose a generalisation of the logistic regression model, that aims to account for non-linear main effects and complex interactions, while keeping the model inherently explaina…