Skip to content

Author

Martin Bladt

3 papers indexed here

We haven’t gathered this author’s papers yet. Follow them and we’ll fetch their work.

Not the right person? Other researchers publish under this name.

#machine learning Preprint Oct 2026

Random Jump Forests

Random jump forests are introduced as a nonparametric tool for estimating conditional cumulative transition rates and occupation probabilities in multi-state models. The main idea is that a single tree partitions the covariate space for all transitions simultaneously, using partially observed trajectories, and with Nel...

Martin Bladt, Rasmus Frigaard Lemvig · 0 citations
Preprint Sep 2026

Statistics of multivariate extremes under random censoring

We study tail dependence of a $d$-dimensional random vector whose coordinates are subject to random right censoring. Along each fixed direction the censored problem reduces exactly to a univariate one, and the observed data determine the radius and whether it was produced by the event or censoring vector. An ordinary K...

Martin Bladt · 0 citations
Preprint Aug 2026

Censored Heteroscedastic Extremes

We study estimation of tail heterogeneity for non-identically distributed extreme observations subject to random right-censoring. In the uncensored setting, such heterogeneity is described by the event scedasis function, which measures the relative contribution of different design points to the upper tail. Under censor...

Martin Bladt, Theodor Henningsen · 0 citations

We use cookies to run the site and, with your consent, for analytics and to show ads. See our Cookie Policy.