Random Forest Prediction Intervals
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Publication:5869307
DOI10.1080/00031305.2019.1585288OpenAlexW2938336646WikidataQ126510002 ScholiaQ126510002MaRDI QIDQ5869307FDOQ5869307
Authors: Haozhe Zhang, Joshua T. Zimmerman, Dan Nettleton, Daniel J. Nordman
Publication date: 28 September 2022
Published in: The American Statistician (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00031305.2019.1585288
conformal inferencecoverage ratequantile regression forestsinterval widthout-of-bag prediction errors
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Cited In (9)
- Robust prediction interval estimation for Gaussian processes by cross-validation method
- Random forest estimation of conditional distribution functions and conditional quantiles
- Estimation and Inference for Dynamic Single-Index Varying-Coefficient Models
- Quantifying uncertainty in random forests via confidence intervals and hypothesis tests
- Computer model calibration with time series data using deep learning and quantile regression
- A Random Forest Approach for Bounded Outcome Variables
- Quantifying uncertainty of subsampling-based ensemble methods under a U-statistic framework
- Title not available (Why is that?)
- Methods to compute prediction intervals: a review and new results
Uses Software
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