Modelling extreme values
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Updated
Oct 23, 2024 - R
Modelling extreme values
Threshold analysis
Threshold Selection and Uncertainty for Extreme Value Analysis
Predicting customer churn of a mobile operator using XGBoost in Amazon Sagemaker.
A structured way of finding the best threshold with a given tradeoff between false positive and negative predictions in a binary setting
This repository provides code that implements finite sample guarantees for quantile estimation with an application to detector threshold tuning.
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