'Prediction variance' presentation slideshows

Stochastic Reserving in General Insurance Peter England, PhD EMB

720 views • 53 slides

Stochastic Reserving in General Insurance Peter England, PhD EMB

547 views • 53 slides

NRCSE

NRCSE. STAT 592A(UW) 526 (UBC-V) 890-4(SFU) Spatial Statistical Methods peter@stat.washington.edu www.stat.washington.edu/peter/592. Course content. 1. Kriging 1. Gaussian regression 2. Simple kriging 3. Ordinary and universal kriging 4. Effect of estimated covariance

399 views • 29 slides

NRCSE

NRCSE. STAT 592A(UW) 526 (UBC-V) 890-4(SFU) Spatial Statistical Methods peter@stat.washington.edu www.stat.washington.edu/peter/592. Course content. 1. Kriging 1. Gaussian regression 2. Simple kriging 3. Ordinary and universal kriging 4. Effect of estimated covariance

304 views • 29 slides

An Empirical Study of the Prediction Performance of Space-filling Designs

An Empirical Study of the Prediction Performance of Space-filling Designs. Rachel T. Johnson Douglas C. Montgomery Bradley Jones. Computer Models. Widely used in engineering design Use continues to grow May have lots of variables, many responses Can have long run times

224 views • 21 slides

Bootstrap Estimation of the Predictive Distributions of Reserves Using Paid and Incurred Claims

416 views • 20 slides

Global predictors of regression fidelity

Global predictors of regression fidelity. A single number to characterize the overall quality of the surrogate. Equivalence measures Coefficient of multiple determination Adjusted coefficient of multiple determination Prediction accuracy measures Model independent: Cross validation error

283 views • 16 slides

Global predictors of regression fidelity

Global predictors of regression fidelity. A single number to characterize the overall quality of the surrogate. Equivalence measures Coefficient of multiple determination Adjusted coefficient of multiple determination Prediction accuracy measures Model independent: Cross validation error

277 views • 15 slides

Example of EGO with linear regression

Example of EGO with linear regression. EGO is usually applied to a kriging surrogate. However it is applicable to any surrogate that provides normally distributed uncertainty about predictions.

200 views • 9 slides

Curve fitting with polyfit

Curve fitting with polyfit. noise= randn (1,30); x=1:1:30; y= x+noise y =1.8884 0.8529 1.9311 3.1905 2.0557 7.4384 7.3252 7.2451 10.3703 8.2885 10.8978 11.7586 13.3192 14.3129 14.1351 15.9699 16.8351 18.6277

225 views • 9 slides

Kriging philosophy

Kriging philosophy. We assume that the data is sampled from an unknown function that obeys simple correlation rules. The value of the function at a point is correlated to the values at neighboring points based on their separation in different directions.

372 views • 9 slides