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Tristan Launay, Anne Philippe, Sophie Lamarche

Public reference bibliography and cataloged PDF materials authored or published by Tristan Launay, Anne Philippe, Sophie Lamarche.

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Construction of an informative hierarchical prior for a small sample with the help of historical data and application to electricity load forecasting

Year: 2014 • Source: hal.science • Listed PDF

We are interested in the estimation and prediction of a parametric model on a short dataset upon which it is expected to overfit and perform badly. To overcome the lack of data (relatively to the dimension of the model) ...