Standard errors for bagged and random forest estimators

DOI10.1016/J.CSDA.2008.08.007MaRDI QIDQ961193zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 409718 (Why is no real title available?)
• scientific article; zbMATH DE number 708500 (Why is no real title available?)
• Bagging predictors
• Greedy function approximation: A gradient boosting machine.
• Multivariate adaptive regression splines
• Random Forests and Adaptive Nearest Neighbors
• Random forests
• The elements of statistical learning. Data mining, inference, and prediction
• The jackknife estimate of variance

Cited in

(20)

• Local Linear Forests
• Editorial: Computational statistics within clinical research
• A hybrid data mining framework for variable annuity portfolio valuation
• Bootstrap bias corrections for ensemble methods
• Estimation and accuracy after model selection
• Incorporating longitudinal biomarkers for dynamic risk prediction in the era of big data: a pseudo-observation approach
• scientific article; zbMATH DE number 7626802 (Why is no real title available?)
• 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
• scientific article; zbMATH DE number 7370525 (Why is no real title available?)
• Estimation and Inference of Heterogeneous Treatment Effects using Random Forests
• Consistent estimation of residual variance with random forest out-of-bag errors
• Generalized random forests
• Standard errors and confidence intervals for variable importance in random forest regression, classification, and survival
• 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
• Estimating the algorithmic variance of randomized ensembles via the bootstrap
• scientific article; zbMATH DE number 7307469 (Why is no real title available?)

Describes a project that uses

Uses Software

• bootstrap
• randomForest
• R

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