no code implementations • 22 Feb 2024 • Massil Hihat, Guillaume Garrigos, Adeline Fermanian, Simon Bussy
In this paper, we consider a deterministic online linear regression model where we allow the responses to be multivariate.
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.
no code implementations • 24 Mar 2017 • Mokhtar Z. Alaya, Simon Bussy, Stéphane Gaïffas, Agathe Guilloux
In each group of binary features coming from the one-hot encoding of a single raw continuous feature, this penalization uses total-variation regularization together with an extra linear constraint.
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.