Distribution-free continuous Bayesian belief nets

MaRDI QIDQ3374280zbMATH OpenFDO

Authors R. M. Cooke, D. Kurowicka

Publication date 9 March 2006

Mathematics Subject Classification ID

Multivariate analysis (62H99) Reliability and life testing (62N05) Applications of statistics (62P99) Directed graphs (digraphs), tournaments (05C20)

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(16)

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• Explaining predictive models using Shapley values and non-parametric vine copulas
• Copulas in machine learning
• Data-driven polynomial chaos expansion for machine learning regression
• Modeling longevity risk with generalized dynamic factor models and vine-copulae
• Non-parametric Bayesian networks for parameter estimation in reservoir simulation: a graphical take on the ensemble Kalman filter. I
• Pair-copula constructions of multiple dependence
• A flexible and tractable class of one-factor copulas
• Copula approaches for modeling cross-sectional dependence of data breach losses
• A new class of continuous Bayesian networks
• A spectral surrogate model for stochastic simulators computed from trajectory samples
• Construction of leading economic index for recession prediction using vine copulas
• Copula directed acyclic graphs

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