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This paper proposes a new model-based approach to small area estimation of general finite-population parameters based on grouped data or frequency data, which is often available from sample surveys. Grouped data contains information on…
Clustered data, which arise when observations are nested within groups, are incredibly common in clinical, education, and social science research. Traditionally, a linear mixed model, which includes random effects to account for…
Reliability-oriented sensitivity analysis aims at combining both reliability and sensitivity analyses by quantifying the influence of each input variable of a numerical model on a quantity of interest related to its failure. In particular,…
Estimating a causal effect from observational data can be biased if we do not control for self-selection. This selection is based on confounding variables that affect the treatment assignment and the outcome. Propensity score methods aim to…
A random forest is a popular tool for estimating probabilities in machine learning classification tasks. However, the means by which this is accomplished is unprincipled: one simply counts the fraction of trees in a forest that vote for a…
The random forest (RF) algorithm has become a very popular prediction method for its great flexibility and promising accuracy. In RF, it is conventional to put equal weights on all the base learners (trees) to aggregate their predictions.…
Analysis of sample survey data often requires adjustments to account for missing data in the outcome variables of principal interest. Standard adjustment methods based on item imputation or on propensity weighting factors rely heavily on…
Interpretable machine learning has emerged as central in leveraging artificial intelligence within high-stakes domains such as healthcare, where understanding the rationale behind model predictions is as critical as achieving high…
Quantifying the usefulness of individual features in random forests learning can greatly enhance its interpretability. Existing studies have shown that some popularly used feature importance measures for random forests suffer from the bias…
Feature importance aims at measuring how crucial each input feature is for model prediction. It is widely used in feature engineering, model selection and explainable artificial intelligence (XAI). In this paper, we propose a new tree-model…
Uncovering the heterogeneity of causal effects of policies and business decisions at various levels of granularity provides substantial value to decision makers. This paper develops estimation and inference procedures for multiple treatment…
We suggest an adaptive sampling rule for obtaining information from noisy signals using wavelet methods. The technique involves increasing the sampling rate when relatively high-frequency terms are incorporated into the wavelet estimator,…
Most accurate predictions are typically obtained by learning machines with complex feature spaces (as e.g. induced by kernels). Unfortunately, such decision rules are hardly accessible to humans and cannot easily be used to gain insights…
We study the effectiveness of non-uniform randomized feature selection in decision tree classification. We experimentally evaluate two feature selection methodologies, based on information extracted from the provided dataset: $(i)$…
Random forest is a popular machine learning approach for the analysis of high-dimensional data because it is flexible and provides variable importance measures for the selection of relevant features. However, the complex relationships…
The default variable-importance measure in random Forests, Gini importance, has been shown to suffer from the bias of the underlying Gini-gain splitting criterion. While the alternative permutation importance is generally accepted as a…
This paper deals with prediction of anopheles number, the main vector of malaria risk, using environmental and climate variables. The variables selection is based on an automatic machine learning method using regression trees, and random…
A rank-invariant clustering of variables is introduced that is based on the predictive strength between groups of variables, i.e., two groups are assigned a high similarity if the variables in the first group contain high predictive…
Following the line of classification-based two-sample testing, tests based on the Random Forest classifier are proposed. The developed tests are easy to use, require almost no tuning, and are applicable for any distribution on…
This paper introduces a novel supervised classification strategy that integrates functional data analysis (FDA) with tree-based methods, addressing the challenges of high-dimensional data and enhancing the classification performance of…