Personalized online ensemble machine learning with applications for dynamic data streams

I Malenica, RV Phillips, A Chambaz… - Statistics in …, 2023 - Wiley Online Library
In this work we introduce the personalized online super learner (POSL), an online
personalizable ensemble machine learning algorithm for streaming data. POSL optimizes …

Application of machine learning methods to predict drought cost in France

A Heranval, O Lopez, M Thomas - European Actuarial Journal, 2023 - Springer
This paper addresses the prediction of the total damage costs brought on by a drought
episode under the French “Régime de Catastrophes Naturelles”. Due to the specificity of this …

Quantile Super Learning for independent and online settings with application to solar power forecasting

H Susmann, A Chambaz - arXiv preprint arXiv:2310.19343, 2023 - arxiv.org
Estimating quantiles of an outcome conditional on covariates is of fundamental interest in
statistics with broad application in probabilistic prediction and forecasting. We propose an …

Forecasting the cost of drought events in France by Super Learning

G Ecoto, A Chambaz - arXiv preprint arXiv:2206.11545, 2022 - arxiv.org
Drought events are the second most expensive type of natural disaster within the French
legal framework known as the natural disasters compensation scheme. In recent years …

[PDF][PDF] Application of machine learning methods for cost prediction of drought in France

A Heranval, O Lopez, M Thomas - 2021 - hal.science
This paper deals with the prediction of the total amount of the damages caused by a drought
episode under the French “Catastrophe Naturelle” regime. Due to the specificity of this …

Making sparse predictions, and forecasting the requests of the government declaration of natural disaster for a drought event in France

TTY Nguyen, G Ecoto, A Chambaz - 2024 - hal.science
Drought events rank as the second most costly natural disasters within the French legal
framework of the natural disaster compensation scheme. A critical aspect of the national …

[图书][B] Robust Estimation Methods and Causal Inference for Time-Series

I Malenica - 2022 - search.proquest.com
Intensive longitudinal data, defined as time-varying data collected frequently over time,
holds immense promise to advance many healthcare and public health concerns. High …

Optimal transport-based machine learning with applications to genomics and actuarial science

TTY Nguyen - 2023 - theses.hal.science
Optimal transport (OT) is a powerful mathematical theory at the interface between the
theories of optimization and probability, with many applications in a wide range of fields …

Contributions des données de l'assurance à l'étude des risques naturels: application de méthodes d'apprentissage statistique pour l'évaluation de la nature et du coût …

A Heranval - 2022 - theses.hal.science
Dans un contexte d'augmentation du coût des dommages assurés lié aux événements
climatiques, d'un niveau déjà élevé, les assureurs ont vocation à participer à l'amélioration …

[引用][C] Contributions des données de l'assurance à l'étude des risques naturels

M Thomas co-encadrant - 2022 - Aix-Marseille Université