1 code implementation • 27 Jan 2023 • Linus Bleistein, Adeline Fermanian, Anne-Sophie Jannot, Agathe Guilloux
We address the problem of learning the dynamics of an unknown non-parametric system linking a target and a feature time series.
1 code implementation • 25 Jul 2018 • Simon Bussy, Mokhtar Z. Alaya, Anne-Sophie Jannot, Agathe Guilloux
We introduce the binacox, a prognostic method to deal with the problem of detecting multiple cut-points per features in a multivariate setting where a large number of continuous features are available.
no code implementations • 25 Jul 2018 • Simon Bussy, Raphaël Veil, Vincent Looten, Anita Burgun, Stéphane Gaïffas, Agathe Guilloux, Brigitte Ranque, Anne-Sophie Jannot
We then compare performances of all methods both in terms of risk prediction and variable selection, with a focus on the use of Elastic-Net regularization technique.
1 code implementation • 24 Oct 2016 • Simon Bussy, Agathe Guilloux, Stéphane Gaïffas, Anne-Sophie Jannot
We introduce a mixture model for censored durations (C-mix), and develop maximum likelihood inference for the joint estimation of the time distributions and latent regression parameters of the model.