[SFdS] Information du groupe BFA
WG Risk - Wednesday, November 13, 2019 - Prof. Avner BAR-HEN

Dear All,

We have the pleasure, thanks to the support of the ESSEC IDS dpt, Institut des Actuaires, LabEx MME-DII, and the group BFA (SFdS), to invite:
Prof. Avner BAR-HEN
Chair of Statistics and Mass Data CNAM

Date and place: Wednesday, November 13, at 12:30 pm, EEE - ESSEC La Défense room 202

“ Spatial CART Classification Trees ”

Based on links between partitions induced by CART classification trees and marked point processes, we propose a spatial variant of CART method, SpatCART, focusing on the two populations case. While usual CART tree considers marginal distribution of the response variable at each node, we propose to take into account the spatial location of the observations. We introduce a dissimilarity index based on Ripley's intertype K-function quantifying the interaction between two populations. This index used for the growing step of the CART strategy, leads to a heterogeneity function consistent with the original CART algorithm. The proposed procedure is implemented, illustrated on classical examples and compared to direct competitors. SpatCART is finally applied to a tropical forest example.

Kind regards,
Jeremy Heng, Olga Klopp and Marie Kratz
http://crear.essec.edu/working-group-on-risk
SFdS - Société Française de Statistique
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