Risk

A latent variable credit risk model comprising nonlinear dependencies in a sector framework with a stochastically dependent loss given default

In this paper, we propose a latent variable credit risk model for large loan port- folios. It employs the concept of nested Archimedean copulas to account for both a sector-type dependence structure ...
EurekAlert!

Data driven model discovery and interpretation for CAR T-cell killing using sparse identification and latent variables

Dynamical systems modeling is one of the most successfully implemented methodologies throughout mathematical oncology (1). Applications of these model first approaches have led to important insights ...
Becker's Hospital Review

CMS shares proposed star ratings changes: 4 takeaways

CMS has outlined proposed changes to the Overall Hospital Quality Star Rating methodology, which would take place next year. 1. CMS sorts star rating quality measures into seven groups and uses a ...
RIETI独立行政法人経済産業研究所

Extensions of Rubin's Causal Model for a Latent-Class Treatment Variable: An analysis of the effects of employers' work-life balance policies on women's income attainment in Japan

Combining inverse-probability weighting based on propensity scores and a semiparametric outcome model with a latent-class variable as an intervening variable, this paper introduces extensions of Rubin ...
Hosted on MSN

Interrupting encoder training in diffusion models enables more efficient generative AI

A new framework for generative diffusion models was developed by researchers at Science Tokyo, significantly improving generative AI models. The method reinterpreted Schrödinger bridge models as ...
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Motonori Oka

Motonori Oka’s research interests lie broadly in statistics and machine/deep learning for the education and social sciences, with specific devotion to methodological advancement in latent variable ...