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pro vyhledávání: '"Tillier, Charles"'
This paper investigates predictive probability inference for classification tasks using random forests in the context of imbalanced data. In this setting, we analyze the asymptotic properties of simplified versions of the original Breiman's algorithm
Externí odkaz:
http://arxiv.org/abs/2408.01777
We consider regular variation for marked point processes with independent heavy-tailed marks and prove a single large point heuristic: the limit measure is concentrated on the cone of point measures with one single point. We then investigate successi
Externí odkaz:
http://arxiv.org/abs/2102.06620
In this work, we consider a multivariate regression model with one-sided errors. We assume for the regression function to lie in a general H\"{o}lder class and estimate it via a nonparametric local polynomial approach that consists of minimization of
Externí odkaz:
http://arxiv.org/abs/2004.09881
We consider statistical learning problems, when the distribution $P'$ of the training observations $Z'_1,\; \ldots,\; Z'_n$ differs from the distribution $P$ involved in the risk one seeks to minimize (referred to as the test distribution) but is sti
Externí odkaz:
http://arxiv.org/abs/2002.05145
Autor:
Tillier, Charles
L'analyse des risques est devenu un enjeu majeur dans notre société. Quels que soient les champs d'application dans lesquels une situation à risque peut survenir, les mathématiques et plus particulièrement les statistiques et les probabilités s
Externí odkaz:
http://www.theses.fr/2017PA100192
In the context of nonparametric regression models with one-sided errors, we consider parametric transformations of the response variable in order to obtain independence between the errors and the covariates. We focus in this paper on stritcly increas
Externí odkaz:
http://arxiv.org/abs/1804.05783
Regular variation of a random length sequence of random variables and application to risk assessment
When assessing risks on a finite-time horizon, the problem can often be reduced to the study of a random sequence $C(N)=(C_1,\ldots,C_N)$ of random length $N$, where $C(N)$ comes from the product of a matrix $A(N)$ of random size $N \times N$ and a r
Externí odkaz:
http://arxiv.org/abs/1606.08321
Autor:
Selk, Leonie1 (AUTHOR) leonie.selk@math.uni-hamburg.de, Tillier, Charles2 (AUTHOR), Marigliano, Orlando3 (AUTHOR)
Publikováno v:
Scandinavian Journal of Statistics. Mar2022, Vol. 49 Issue 1, p400-426. 27p.
Publikováno v:
The Annals of Applied Probability. 32
We consider regular variation for marked point processes with independent heavy-tailed marks and prove a single large point heuristic: the limit measure is concentrated on the cone of point measures with one single point. We then investigate successi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4224a8f66d3ee8b46f85c1d5af0c7d9d
https://doi.org/10.1214/21-aap1675
https://doi.org/10.1214/21-aap1675
Autor:
Tillier, Charles1,2 c.tillier@u-paris10.fr, Wintenberger, Olivier2,3 olivier.wintenberger@upmc.fr
Publikováno v:
Extremes. Mar2018, Vol. 21 Issue 1, p27-56. 30p.