Category: Rstat

Mathpy 0.2.0 Released!

My Python library, mathpy, a collection of mathematical and statistical functions with Excel integration, has a new release! Version 0.2.0 introduces a ton of additional mathematical and statistical functions have…...continue reading.

DART: Dropout Regularization in Boosting Ensembles

The dropout approach developed by Hinton has been widely employed in deep learnings to prevent the deep neural network from overfitting, as shown in https://statcompute.wordpress.com/2017/01/02/dropout-regularization-in-deep-neural-networks. In the paper http://proceedings.mlr.press/v38/korlakaivinayak15.pdf, the...continue reading.

Model Operational Losses with Copula Regression

In the previous post (https://statcompute.wordpress.com/2017/06/29/model-operational-loss-directly-with-tweedie-glm), it has been explained why we should consider modeling operational losses for non-material UoMs directly with Tweedie models. However, for material UoMs with significant losses,...continue reading.