A Tweedie Compound Poisson Model in Reproducing Kernel Hilbert Space

Yi Lian, Archer Yi Yang, Boxiang Wang, Peng Shi & Robert William Platt
Tweedie models can be used to analyze nonnegative continuous data with a probability mass at zero. There have been wide applications in natural science, healthcare research, actuarial science, and other fields. The performance of existing Tweedie models can be limited on today’s complex data problems with challenging characteristics such as nonlinear effects, high-order interactions, high-dimensionality and sparsity. In this article, we propose a kernel Tweedie model, Ktweedie, and its sparse variant, SKtweedie, that can simultaneously...
1 citation reported since publication in 2022.
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