Simon Fontaine
Simon Fontaine
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An adaptive multiple try Metropolis algorithm
Markov chain Monte Carlo (MCMC) methods, specifically samplers based on random walks,often have difficulty handling target …
Simon Fontaine
,
Mylène Bédard
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Code
DOI
Simulation code
Supplementary material
A Unified Approach to Sparse Tweedie Modeling of Multisource Insurance Claim Data
Actuarial practitioners now have access to multiple sources of insurance data corresponding to various situations: multiple business …
Simon Fontaine
,
Yi Yang
,
Wei Qian
,
Bowen Gu
,
Bo Fan
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Code
DOI
Supplementary material
MCMC adaptatifs à essais multiples
This memoir aims at introducing adaptation within the Multiple-Try Metropolis (MTM) algorithms which are a special case of the Markov …
Simon Fontaine
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THESES
MCMC adaptatifs à essais multiples
This memoir aims at introducing adaptation within the Multiple-Try Metropolis (MTM) algorithms which are a special case of the Markov …
Simon Fontaine
PDF
Cite
COURSE WORK
U.S. Mortality 2007-2018: Identifying Trends and Patterns in Mortality Trajectories
Simon Fontaine
PDF
Code
A proximal alternating direction method for regularized multi-task regression
We propose an alternating direction of multipliers method (ADMM) based on the consensus scheme for solving regularized multi-task …
Simon Fontaine
,
Jinming Li
,
Yang Li
PDF
Code
Caught Looking: Analyzing Variation in Umpire Strike Zones
As technology advances, Major League Baseball (MLB) has faced increased pressure from fans, coaches, and players to use video …
Simon Fontaine
,
Moritz Korte-Stapff
,
Brian Manzo
PDF
Code
Slides
Latent Variable Modeling of Paired Comparisons with Application to NCAA Men’s Basketball Score
We propose a latent variable model for paired comparisons in the context of Basketball scores. Based on the model proposed by [1], our …
Simon Fontaine
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Code
Slides
MovieLens Datasets—Predicting and Analyzing User Ratings of Movies
The MovieLens datasets contain user ratings of movies as well as movie and user information. In this report, we consider four …
Simon Fontaine
,
Trong Dat Do
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Code
Slides
TALKS
Missing Value Imputation of Network Node Attributes
User profiles in social networks are notoriously incomplete due to self-reporting; predicting or imputing these missing values is often …
Aug 10, 2021 10:00 AM
Online
Simon Fontaine
,
Ji Zhu
Slides
Online Skill Rating Algorithms
Skill rating algorithms are now ubiquitous in online competitive video games and are used not only to accurately compare players’ …
Aug 1, 2019 8:30 AM
Denver, CO, USA
Nicolas Grenon-Godbout
,
Jonathan Dumas
,
Simon Fontaine
,
Gabrielle Rit
,
Timothy Park
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