Covariance regression with random forests (Q71739)

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Revision as of 22:19, 24 November 2024 by Tconrad (talk | contribs) (‎Removed claim: summary_simple (P1639): SIMPLE: This article outlines a novel nonparametric covariance regression framework based on random forests designed to model high-dimensional response contexts effectively. Unlike parametric models, it does not assume any specific form and can capture interactions among covariates flexibly. The method offers computational efficiency and flexibility in estimating the conditional covariance matrix for multivariate responses given covariates. I...)
scientific article from arXiv
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Covariance regression with random forests
scientific article from arXiv

    Statements

    publication date
    16 September 2022
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    arXiv classification
    stat.ME
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    stat.AP
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    stat.ML
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    author
    Cansu Alakus
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    Denis Larocque
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    Aurelie Labbe
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    Identifiers

    arXiv ID
    2209.08173
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