arXiv Statistics ML By Banghee So, Na Zhang

Joint Distributional Copula Regression for Insurance Claim Frequency and Severity via Boosting

Read the original on arXiv Statistics ML →

The paper introduces a model‑based boosting method for fitting structured additive distributional copula regression models with bivariate responses, specifically targeting joint modeling of insurance claim frequency and severity. It builds on generalized additive models for location, scale, and shape (GAMLSS), allowing multiple distribution parameters to depend on covariates and thus providing interpretable additive predictors. The authors evaluate the framework on synthetic and real data, showing it can recover covariate effects, capture dependence structure, identify informative variables, and match benchmark predictive performance while offering transparent interpretation.

Machine-generated by The Flow from the publisher's headline and feed description — not written or checked by a human. The full article lives at arXiv Statistics ML.

arXiv Machine Learning
Oct 12

Is TabPFN the Silver Bullet for Insurance Pricing?

The paper evaluates TabPFN, a tabular foundation model, for motor insurance pricing by comparing it to generalized linear models (GLMs) and XGBoost on two motor third‑party liability datasets. Results show that TabPFN does not consistently outperform GLMs: it lags on claim frequency, especially when the in‑context training set is small, but performs competitively on claim severity where data are limited. Additionally, TabPFN’s inference times are substantially longer than those of the baseline methods.

By Bruno Deprez, Wouter Verbeke, Tim Verdonck
arXiv Machine Learning
Sep 16

Copula Adapted Directed Acyclic Graph for Cluster Representation of Biomedical Data

The paper presents Copula Adapted Directed Acyclic Graph (CopDAG), a framework that combines copula models with an ensemble of causal structure discovery methods based on Directed Acyclic Graphs to represent biomedical data. By capturing non‑Gaussian, non‑linear dependencies and stable causal relationships, CopDAG enables clustering of unlabeled biomedical data using K‑means. Across 16 biomedical datasets, CopDAG achieves the highest normalized clustering accuracy and adjusted Rand index among 12 evaluated methods, and it can predict class labels and provide explainable causal visualizations without relying on data annotations.

By Heranga K. Rathnasekara, Norou Diawara, Manar D. Samad
arXiv Machine Learning
Sep 22

On Generalized Naive Bayes with Continuous Features

The paper extends the Generalized Naive Bayes (GNB) model to handle continuous explanatory variables. It shows that GNB structure learning depends only on pair copulas of bivariate marginals and can be framed as a matroid, enabling greedy algorithms that minimize Kullback–Leibler divergence. Three model variants are explored—joint Gaussian, Gaussian copula with arbitrary marginals, and fully arbitrary copula and marginals—along with a GNB forest-based model reduction method and empirical comparisons to classical glass‑box classifiers.

By \'Abrah\'am Papp, Botond Szil\'agyi, Edith Alice Kov\'acs
arXiv AI
Jul 7

Towards Diverse and Comprehensive Benchmarks for Mutual Information Estimation

arXiv:2607. 03487v1 Announce Type: cross Abstract: Mutual information (MI) estimation is a central problem in machine learning and statistics; however, existing benchmarks typically evaluate estimators on simplified, low-dimensional distributions, leaving their performance on complex, realistic data largely unexplored.

By Alberto Foresti, Ivan Butakov, Alexander Tolmachev, Giulio Franzese, Alexey Frolov, Pietro Michiardi