Fabio Sigrist

According to our database, Fabio Sigrist authored at least 8 papers between 2021 and 2023.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2023

Latent Gaussian Model Boosting.

Fabio Sigrist

IEEE Trans. Pattern Anal. Mach. Intell., 2023

Machine learning for corporate default risk: Multi-period prediction, frailty correlation, loan portfolios, and tail probabilities.

Fabio Sigrist, Nicola Leuenberger

Eur. J. Oper. Res., 2023

Iterative Methods for Vecchia-Laplace Approximations for Latent Gaussian Process Models.

Pascal Kündig, Fabio Sigrist

CoRR, 2023

A Comparison of Machine Learning Methods for Data with High-Cardinality Categorical Variables.

Fabio Sigrist

CoRR, 2023

2022

Gaussian Process Boosting.

Fabio Sigrist

J. Mach. Learn. Res., 2022

Joint variable selection of both fixed and random effects for Gaussian process-based spatially varying coefficient models.

Jakob A. Dambon, Fabio Sigrist, Reinhard Furrer

Int. J. Geogr. Inf. Sci., 2022

2021

KTBoost: Combined Kernel and Tree Boosting.

Fabio Sigrist

Neural Process. Lett., 2021

Gradient and Newton boosting for classification and regression.

Fabio Sigrist

Expert Syst. Appl., 2021