{"id":"https://openalex.org/W4407126854","doi":"https://doi.org/10.1007/s00180-025-01603-8","title":"A tree-based varying coefficient model","display_name":"A tree-based varying coefficient model","publication_year":2025,"publication_date":"2025-02-04","ids":{"openalex":"https://openalex.org/W4407126854","doi":"https://doi.org/10.1007/s00180-025-01603-8"},"language":"en","primary_location":{"id":"doi:10.1007/s00180-025-01603-8","is_oa":true,"landing_page_url":"https://doi.org/10.1007/s00180-025-01603-8","pdf_url":"https://link.springer.com/content/pdf/10.1007/s00180-025-01603-8.pdf","source":{"id":"https://openalex.org/S8500805","display_name":"Computational Statistics","issn_l":"0943-4062","issn":["0943-4062","1613-9658"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Computational Statistics","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"hybrid","oa_url":"https://link.springer.com/content/pdf/10.1007/s00180-025-01603-8.pdf","any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5054037372","display_name":"Henning Zakrisson","orcid":"https://orcid.org/0009-0007-4248-6933"},"institutions":[{"id":"https://openalex.org/I161593684","display_name":"Stockholm University","ror":"https://ror.org/05f0yaq80","country_code":"SE","type":"education","lineage":["https://openalex.org/I161593684"]}],"countries":["SE"],"is_corresponding":true,"raw_author_name":"Henning Zakrisson","raw_affiliation_strings":["Department of Mathematics, Stockholm University, Stockholm, Sweden"],"affiliations":[{"raw_affiliation_string":"Department of Mathematics, Stockholm University, Stockholm, Sweden","institution_ids":["https://openalex.org/I161593684"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5026550451","display_name":"Mathias Lindholm","orcid":"https://orcid.org/0000-0001-7235-384X"},"institutions":[{"id":"https://openalex.org/I161593684","display_name":"Stockholm University","ror":"https://ror.org/05f0yaq80","country_code":"SE","type":"education","lineage":["https://openalex.org/I161593684"]}],"countries":["SE"],"is_corresponding":false,"raw_author_name":"Mathias Lindholm","raw_affiliation_strings":["Department of Mathematics, Stockholm University, Stockholm, Sweden"],"affiliations":[{"raw_affiliation_string":"Department of Mathematics, Stockholm University, Stockholm, Sweden","institution_ids":["https://openalex.org/I161593684"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5054037372"],"corresponding_institution_ids":["https://openalex.org/I161593684"],"apc_list":{"value":2490,"currency":"EUR","value_usd":3090},"apc_paid":{"value":2490,"currency":"EUR","value_usd":3090},"fwci":0.0,"has_fulltext":true,"cited_by_count":0,"citation_normalized_percentile":{"value":0.02387868,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":"40","issue":"9","first_page":"5105","last_page":"5134"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10136","display_name":"Statistical Methods and Inference","score":0.9901999831199646,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T10136","display_name":"Statistical Methods and Inference","score":0.9901999831199646,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10538","display_name":"Data Mining Algorithms and Applications","score":0.9746000170707703,"subfield":{"id":"https://openalex.org/subfields/1710","display_name":"Information Systems"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11303","display_name":"Bayesian Modeling and Causal Inference","score":0.9595000147819519,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.5257312059402466},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.4352087080478668},{"id":"https://openalex.org/keywords/tree","display_name":"Tree (set theory)","score":0.43292897939682007},{"id":"https://openalex.org/keywords/forestry","display_name":"Forestry","score":0.3487406373023987},{"id":"https://openalex.org/keywords/combinatorics","display_name":"Combinatorics","score":0.20631173253059387},{"id":"https://openalex.org/keywords/geography","display_name":"Geography","score":0.13808447122573853}],"concepts":[{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.5257312059402466},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.4352087080478668},{"id":"https://openalex.org/C113174947","wikidata":"https://www.wikidata.org/wiki/Q2859736","display_name":"Tree (set theory)","level":2,"score":0.43292897939682007},{"id":"https://openalex.org/C97137747","wikidata":"https://www.wikidata.org/wiki/Q38112","display_name":"Forestry","level":1,"score":0.3487406373023987},{"id":"https://openalex.org/C114614502","wikidata":"https://www.wikidata.org/wiki/Q76592","display_name":"Combinatorics","level":1,"score":0.20631173253059387},{"id":"https://openalex.org/C205649164","wikidata":"https://www.wikidata.org/wiki/Q1071","display_name":"Geography","level":0,"score":0.13808447122573853}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/s00180-025-01603-8","is_oa":true,"landing_page_url":"https://doi.org/10.1007/s00180-025-01603-8","pdf_url":"https://link.springer.com/content/pdf/10.1007/s00180-025-01603-8.pdf","source":{"id":"https://openalex.org/S8500805","display_name":"Computational Statistics","issn_l":"0943-4062","issn":["0943-4062","1613-9658"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Computational Statistics","raw_type":"journal-article"}],"best_oa_location":{"id":"doi:10.1007/s00180-025-01603-8","is_oa":true,"landing_page_url":"https://doi.org/10.1007/s00180-025-01603-8","pdf_url":"https://link.springer.com/content/pdf/10.1007/s00180-025-01603-8.pdf","source":{"id":"https://openalex.org/S8500805","display_name":"Computational Statistics","issn_l":"0943-4062","issn":["0943-4062","1613-9658"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Computational Statistics","raw_type":"journal-article"},"sustainable_development_goals":[],"awards":[{"id":"https://openalex.org/G7320840531","display_name":null,"funder_award_id":"P9/20","funder_id":"https://openalex.org/F4320326030","funder_display_name":"Stiftelsen L\u00e4nsf\u00f6rs\u00e4kringsbolagens Forskningsfond"}],"funders":[{"id":"https://openalex.org/F4320325669","display_name":"Stockholms Universitet","ror":"https://ror.org/05f0yaq80"},{"id":"https://openalex.org/F4320326030","display_name":"Stiftelsen L\u00e4nsf\u00f6rs\u00e4kringsbolagens Forskningsfond","ror":null}],"has_content":{"grobid_xml":true,"pdf":true},"content_urls":{"pdf":"https://content.openalex.org/works/W4407126854.pdf","grobid_xml":"https://content.openalex.org/works/W4407126854.grobid-xml"},"referenced_works_count":21,"referenced_works":["https://openalex.org/W569258332","https://openalex.org/W1594031697","https://openalex.org/W1678356000","https://openalex.org/W2077388943","https://openalex.org/W2087045073","https://openalex.org/W2162139029","https://openalex.org/W2509991828","https://openalex.org/W2745465980","https://openalex.org/W2787894218","https://openalex.org/W2801234410","https://openalex.org/W2801490189","https://openalex.org/W2963405785","https://openalex.org/W2987606112","https://openalex.org/W3016949850","https://openalex.org/W3190951304","https://openalex.org/W4298137603","https://openalex.org/W4309645569","https://openalex.org/W4312967862","https://openalex.org/W4322621694","https://openalex.org/W4381111289","https://openalex.org/W6603315103"],"related_works":["https://openalex.org/W4391375266","https://openalex.org/W1979597421","https://openalex.org/W2007980826","https://openalex.org/W2061531152","https://openalex.org/W3002753104","https://openalex.org/W2077600819","https://openalex.org/W2142036596","https://openalex.org/W2072657027","https://openalex.org/W2962838298","https://openalex.org/W2600246793"],"abstract_inverted_index":{"Abstract":[0],"The":[1,49,70,85],"paper":[2],"introduces":[3],"a":[4,38],"tree-based":[5],"varying":[6,12],"coefficient":[7,35],"model":[8,66,83,86],"(VCM)":[9],"where":[10],"the":[11,17,34,56,90,110],"coefficients":[13],"are":[14,125],"modelled":[15],"using":[16,37],"cyclic":[18,28],"gradient":[19,29],"boosting":[20,30],"machine":[21],"(CGBM)":[22],"from":[23],"Delong":[24],"et":[25],"al.":[26],"(On":[27],"machines,":[31],"2023).":[32],"Modelling":[33],"functions":[36],"CGBM":[39],"allows":[40,76],"for":[41,77],"dimension-wise":[42,50],"early":[43,51],"stopping":[44,52],"and":[45,81,93,102,109],"feature":[46,73,79],"importance":[47,74],"scores.":[48],"not":[53],"only":[54],"reduces":[55],"risk":[57],"of":[58,72,119,121,129],"dimension-specific":[59],"overfitting,":[60],"but":[61],"also":[62],"reveals":[63],"differences":[64],"in":[65,100,117],"complexity":[67],"across":[68],"dimensions.":[69],"use":[71],"scores":[75],"simple":[78],"selection":[80],"easy":[82],"interpretation.":[84],"is":[87],"evaluated":[88],"on":[89],"same":[91],"simulated":[92],"real":[94],"data":[95],"examples":[96],"as":[97],"those":[98,128],"used":[99],"Richman":[101],"W\u00fcthrich":[103],"(Scand":[104],"Actuar":[105],"J":[106],"2023:71\u201395,":[107],"2023),":[108],"results":[111,116],"show":[112],"that":[113,124],"it":[114],"produces":[115],"terms":[118],"out":[120],"sample":[122],"loss":[123],"comparable":[126],"to":[127],"their":[130],"neural":[131],"network-based":[132],"VCM":[133],"called":[134],"LocalGLMnet.":[135]},"counts_by_year":[],"updated_date":"2026-03-09T07:00:12.390032","created_date":"2025-10-10T00:00:00"}