Fabio Sigrist

According to our database, Fabio Sigrist authored at least 10 papers between 2021 and 2024.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of four.

2024

A Spatio-Temporal Machine Learning Model for Mortgage Credit Risk: Default Probabilities and Loan Portfolios.

Pascal Kündig, Fabio Sigrist

CoRR, 2024

Iterative Methods for Full-Scale Gaussian Process Approximations for Large Spatial Data.

Tim Gyger, Reinhard Furrer, Fabio Sigrist

CoRR, 2024

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