On the use of random forest for two-sample testing

DOI10.1016/J.CSDA.2022.107435MaRDI QIDQ2129579zbMATH OpenOpenAlexFDO

Authors Simon Hediger, Loris Michel, Jeffrey Näf

Publication date 22 April 2022

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/1903.06287

zbMATH Keywords

classificationU-statisticsrandom forestMMDtotal variation distancedistribution testingkernel two-sample test

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

• scientific article; zbMATH DE number 47948 (Why is no real title available?)
• scientific article; zbMATH DE number 893887 (Why is no real title available?)
• A computationally fast variable importance test for random forests for high-dimensional data
• A kernel two-sample test
• A random forest guided tour
• Asymptotic Statistics
• Classification accuracy as a proxy for two-sample testing
• Do we need hundreds of classifiers to solve real world classification problems?
• Exact testing with random permutations
• Global and local two-sample tests via regression
• Permutation tests. A practical guide to resampling methods for testing hypotheses
• Quantifying uncertainty in random forests via confidence intervals and hypothesis tests
• Quantitative risk management. Concepts, techniques and tools
• Random forests
• The classification permutation test: a flexible approach to testing for covariate imbalance in observational studies
• The t Copula and Related Copulas
• Two‐sample test based on classification probability

Cited in

(6)

• Global and local two-sample tests via regression
• Methods for quantifying dataset similarity: a review, taxonomy and comparison
• hypoRF
• Efficient permutation testing of variable importance measures by the example of random forests
• Renewal type bootstrap for increasing degree \(U\)-process of a Markov chain
• PKLM: a flexible MCAR test using classification

Describes a project that uses

Uses Software

• datamicroarray
• QRM
• R

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