JC

Juan Juan Cai

Authored

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Extreme quantile regression provides estimates of conditional quantiles outside the range of the data. Classical quantile regression performs poorly in such cases since data in the tail region are too scarce. Extreme value theory is used for extrapolation beyond the range of obse ...
Random forest is a popular prediction approach for handling high dimensional covariates. However, it often becomes infeasible to interpret the obtained high dimensional and non-parametric model. Aiming for an interpretable predictive model, we develop a forward variable selection ...

Contributed

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This thesis focuses on the construction and optimization of a prediction model for the errors resulting from a model order reduction (MOR) procedure in oil reservoir simulation. MOR is a numerical technique that projects the physical based model, which is also called the high-fid ...