Fabio Sigrist

19 papers Journal 19

Year	Rank	Type	Title / Venue / Authors
2026	J	`jnl`	A spatio-temporal machine learning model for mortgage credit risk: Default probabilities and loan portfolios. Eur. J. Oper. Res. Pascal Kündig, Fabio Sigrist
2026	J	`jnl`	Iterative Methods for Full-Scale Gaussian Process Approximations for Large Spatial Data. SIAM/ASA J. Uncertain. Quantification Tim Gyger, Reinhard Furrer, Fabio Sigrist
2026	J	`jnl`	Selecting Hyperparameters for Tree-Boosting. CoRR Floris Jan Koster, Fabio Sigrist
2025	J	`jnl`	Scalable Computations for Generalized Mixed Effects Models with Crossed Random Effects Using Krylov Subspace Methods. CoRR Pascal Kündig, Fabio Sigrist
2025	J	`jnl`	Vecchia-Inducing-Points Full-Scale Approximations for Gaussian Processes. CoRR Tim Gyger, Reinhard Furrer, Fabio Sigrist
2024	J	`jnl`	A Spatio-Temporal Machine Learning Model for Mortgage Credit Risk: Default Probabilities and Loan Portfolios. CoRR Pascal Kündig, Fabio Sigrist
2024	J	`jnl`	Iterative Methods for Full-Scale Gaussian Process Approximations for Large Spatial Data. CoRR Tim Gyger, Reinhard Furrer, Fabio Sigrist
2023	J	`jnl`	A Comparison of Machine Learning Methods for Data with High-Cardinality Categorical Variables. CoRR Fabio Sigrist
2023	J	`jnl`	Iterative Methods for Vecchia-Laplace Approximations for Latent Gaussian Process Models. CoRR Pascal Kündig, Fabio Sigrist
2023	J	`jnl`	Latent Gaussian Model Boosting. IEEE Trans. Pattern Anal. Mach. Intell. Fabio Sigrist
2023	J	`jnl`	Machine learning for corporate default risk: Multi-period prediction, frailty correlation, loan portfolios, and tail probabilities. Eur. J. Oper. Res. Fabio Sigrist, Nicola Leuenberger
2022	J	`jnl`	Gaussian Process Boosting. J. Mach. Learn. Res. Fabio Sigrist
2022	J	`jnl`	Joint variable selection of both fixed and random effects for Gaussian process-based spatially varying coefficient models. Int. J. Geogr. Inf. Sci. Jakob A. Dambon, Fabio Sigrist, Reinhard Furrer
2021	J	`jnl`	Gradient and Newton boosting for classification and regression. Expert Syst. Appl. Fabio Sigrist
2021	J	`jnl`	KTBoost: Combined Kernel and Tree Boosting. Neural Process. Lett. Fabio Sigrist
2021	J	`jnl`	Latent Gaussian Model Boosting. CoRR Fabio Sigrist
2020	J	`jnl`	Gaussian Process Boosting. CoRR Fabio Sigrist
2019	J	`jnl`	KTBoost: Combined Kernel and Tree Boosting. CoRR Fabio Sigrist
2018	J	`jnl`	Gradient and Newton Boosting for Classification and Regression. CoRR Fabio Sigrist