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This paper extends recent work on boosting random forests to model non-Gaussian responses. Given an exponential family $\mathbb{E}[Y|X] = g^{-1}(f(X))$ our goal is to obtain an estimate for $f$. We start with an MLE-type estimate in the…

Methodology · Statistics 2021-03-04 Indrayudh Ghosal , Giles Hooker

Introduced by Breiman, Random Forests are widely used classification and regression algorithms. While being initially designed as batch algorithms, several variants have been proposed to handle online learning. One particular instance of…

Machine Learning · Statistics 2019-04-10 Jaouad Mourtada , Stéphane Gaïffas , Erwan Scornet

A new synthesis scheme is proposed to effectively generate a random vector with prescribed joint density that induces a (latent) Gaussian tree structure. The quality of synthesis is measured by total variation distance between the…

Information Theory · Computer Science 2017-05-09 Ali Moharrer , Shuangqing Wei , George T. Amariucai , Jing Deng

I study the estimation of semiparametric monotone index models in the scenario where the number of observation points $n$ is extremely large and conventional approaches fail to work due to heavy computational burdens. Motivated by the…

Econometrics · Economics 2023-10-31 Qingsong Yao

In this paper, we study the Galton-Watson process in the random environment for the particular case when the number of the offsprings in each generation has the fractional linear generation function with random parameters. In this case, the…

Probability · Mathematics 2020-12-01 Dan Han , Stanislav Molchanov , Yanjmaa Jutmaan

This paper revisits an adaptation of the random forest algorithm for Fr\'echet regression, addressing the challenge of regression in the context of random objects in metric spaces. Recognizing the limitations of previous approaches, we…

Methodology · Statistics 2023-06-30 Matthieu Bulté , Helle Sørensen

Given two rooted phylogenetic trees on the same set of taxa X, the Maximum Agreement Forest problem (MAF) asks to find a forest that is, in a certain sense, common to both trees and has a minimum number of components. The Maximum Acyclic…

Combinatorics · Mathematics 2012-12-27 Leo van Iersel , Steven Kelk , Nela Lekić , Leen Stougie

We study a classical multitype Galton--Watson process with mutation and selection. The individuals are sequences of fixed length over a finite alphabet. On the sharp peak fitness landscape together with independent mutations per locus, we…

Probability · Mathematics 2016-07-01 Joseba Dalmau

We propose a multilevel Monte Carlo-FEM algorithm to solve elliptic Bayesian inverse problems with "Besov random tree prior". These priors are given by a wavelet series with stochastic coefficients, and certain terms in the expansion…

Numerical Analysis · Mathematics 2023-02-03 Andreas Stein , Viet Ha Hoang

Random forests are a popular class of algorithms used for regression and classification. The algorithm introduced by Breiman in 2001 and many of its variants are ensembles of randomized decision trees built from axis-aligned partitions of…

Statistics Theory · Mathematics 2023-10-31 Eliza O'Reilly , Ngoc Mai Tran

Random Forest (RF) is a popular tree-ensemble method for supervised learning, prized for its ease of use and flexibility. Online RF models require to account for new training data to maintain model accuracy. This is particularly important…

Quantum Physics · Physics 2024-07-12 Romina Yalovetzky , Niraj Kumar , Changhao Li , Marco Pistoia

We discuss several connections between discrete and continuous random trees. In the discrete setting, we focus on Galton-Watson trees under various conditionings. In particular, we present a simple approach to Aldous' theorem giving the…

Probability · Mathematics 2007-05-23 Jean-Francois Le Gall

Genome-wide association studies (GWAS) have identified thousands of genetic variants associated with human traits or diseases in the past decade. Nevertheless, much of the heritability of many traits is still unaccounted for. Commonly used…

Methodology · Statistics 2022-04-22 Qiaolan Deng , Chi Song , Shili Lin

Because most natural phenomena exhibit dependence at multiple scales like locations of earthquakes or forest fire occurrences, spatio-temporal single-scale point process models are unrealistic in many applications. This motivates us to…

Applications · Statistics 2020-12-18 Morteza Raeisi , Florent Bonneu , Edith Gabriel

The Metropolis-within-Gibbs (MwG) algorithm is a widely used Markov Chain Monte Carlo method for sampling from high-dimensional distributions when exact conditional sampling is intractable. We study MwG with Random Walk Metropolis (RWM)…

Machine Learning · Statistics 2025-10-01 Cecilia Secchi , Giacomo Zanella

This paper proposes a novel approach for statistical modelling of a continuous random variable $X$ on $[0, 1)$, based on its digit representation $X=.X_1X_2\ldots$. In general, $X$ can be coupled with a latent random variable $N$ so that…

Methodology · Statistics 2025-12-10 Mario Beraha , Jesper Møller

We develop a framework for the analysis of deep neural networks and neural ODE models that are trained with stochastic gradient algorithms. We do that by identifying the connections between control theory, deep learning and theory of…

Probability · Mathematics 2021-03-18 Jean-François Jabir , David Šiška , Łukasz Szpruch

We give local and global existence and uniqueness results for systems of coupled FBSDEs in the multidimensional setting and with generators allowed to grow arbitrarily fast in the control variable. Our results are based on Malliavin…

Probability · Mathematics 2016-12-12 Michael Kupper , Peng Luo , Ludovic Tangpi

In this paper, we first propose a Bayesian neighborhood selection method to estimate Gaussian Graphical Models (GGMs). We show the graph selection consistency of this method in the sense that the posterior probability of the true model…

Applications · Statistics 2015-07-08 Zhixiang Lin , Tao Wang , Can Yang , Hongyu Zhao

We present a computational model to reconstruct trees of ancestors for animals with sexual reproduction. Through a recursive algorithm combined with a random number generator, it is possible to reproduce the number of ancestors for each…

Populations and Evolution · Quantitative Biology 2019-08-19 C. Jarne , M. Caruso
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