Standard errors for bagged and random forest estimators

DOI10.1016/J.CSDA.2008.08.007zbMATH Open1452.62121OpenAlexW2070073022MaRDI QIDQ961193FDOQ961193

Authors: Joseph Sexton, Petter Laake 

Publication date: 30 March 2010

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

Full work available at URL: https://doi.org/10.1016/j.csda.2008.08.007

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Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Learning and adaptive systems in artificial intelligence (68T05) Nonparametric statistical resampling methods (62G09)

Cites Work

• The elements of statistical learning. Data mining, inference, and prediction
• Greedy function approximation: A gradient boosting machine.
• Title not available (Why is that?)
• Random forests
• Bagging predictors
• Multivariate adaptive regression splines
• Random Forests and Adaptive Nearest Neighbors
• The jackknife estimate of variance
• Title not available (Why is that?)

Cited In (20)

• Editorial: Computational statistics within clinical research
• A hybrid data mining framework for variable annuity portfolio valuation
• Bootstrap bias corrections for ensemble methods
• Incorporating longitudinal biomarkers for dynamic risk prediction in the era of big data: a pseudo-observation approach
• Estimation and accuracy after model selection
• Title not available (Why is that?)
• Two-stage least squares random forests with an application to Angrist and Evans (1998)
• Batch mode active learning framework and its application on valuing large variable annuity portfolios
• Ranking of average treatment effects with generalized random forests for time-to-event outcomes
• Title not available (Why is that?)
• Estimation and Inference of Heterogeneous Treatment Effects using Random Forests
• Consistent estimation of residual variance with random forest out-of-bag errors
• Standard errors and confidence intervals for variable importance in random forest regression, classification, and survival
• Generalized random forests
• Quantifying uncertainty of subsampling-based ensemble methods under a U-statistic framework
• Measuring the algorithmic convergence of randomized ensembles: the regression setting
• Binary trees for dissimilarity data
• Title not available (Why is that?)
• Estimating the algorithmic variance of randomized ensembles via the bootstrap
• Local Linear Forests

Uses Software

• R
• randomForest
• bootstrap

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