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This paper promotes the use of random forests as versatile tools for estimating spatially disaggregated indicators in the presence of small area-specific sample sizes. Small area estimators are predominantly conceptualized within the…

Methodology · Statistics 2025-06-19 Patrick Krennmair , Timo Schmid

We study contextual stochastic optimization problems, where we leverage rich auxiliary observations (e.g., product characteristics) to improve decision making with uncertain variables (e.g., demand). We show how to train forest decision…

Optimization and Control · Mathematics 2022-03-17 Nathan Kallus , Xiaojie Mao

The R package DynForest implements random forests for predicting a continuous, a categorical or a (multiple causes) time-to-event outcome based on time-fixed and time-dependent predictors. The main originality of DynForest is that it…

Machine Learning · Statistics 2024-04-12 Anthony Devaux , Cécile Proust-Lima , Robin Genuer

Survival models are a popular tool for the analysis of time to event data with applications in medicine, engineering, economics, and many more. Advances like the Cox proportional hazard model have enabled researchers to better describe…

Machine Learning · Statistics 2021-02-16 Stefan Groha , Sebastian M Schmon , Alexander Gusev

Dynamic regression trees are an attractive option for automatic regression and classification with complicated response surfaces in on-line application settings. We create a sequential tree model whose state changes in time with the…

Methodology · Statistics 2010-11-23 Matthew A. Taddy , Robert B. Gramacy , Nicholas G. Polson

Dealing with distribution shifts is one of the central challenges for modern machine learning. One fundamental situation is the covariate shift, where the input distributions of data change from training to testing stages while the…

Machine Learning · Computer Science 2024-05-28 Yu-Jie Zhang , Zhen-Yu Zhang , Peng Zhao , Masashi Sugiyama

Empirical studies in various social sciences often involve categorical outcomes with inherent ordering, such as self-evaluations of subjective well-being and self-assessments in health domains. While ordered choice models, such as the…

Econometrics · Economics 2025-08-08 Riccardo Di Francesco

Tree-based ensemble methods, as Random Forests and Gradient Boosted Trees, have been successfully used for regression in many applications and research studies. Furthermore, these methods have been extended in order to deal with uncertainty…

Machine Learning · Computer Science 2018-11-20 Myriam Tami , Marianne Clausel , Emilie Devijver , Adrien Dulac , Eric Gaussier , Stefan Janaqi , Meriam Chebre

Random Forest has become one of the most popular tools for feature selection. Its ability to deal with high-dimensional data makes this algorithm especially useful for studies in neuroimaging and bioinformatics. Despite its popularity and…

Machine Learning · Computer Science 2014-10-13 Ender Konukoglu , Melanie Ganz

We propose a theoretical study of two realistic estimators of conditional distribution functions and conditional quantiles using random forests. The estimation process uses the bootstrap samples generated from the original dataset when…

Statistics Theory · Mathematics 2022-08-30 Kevin Elie-Dit-Cosaque , Véronique Maume-Deschamps

Random forests are a very effective and commonly used statistical method, but their full theoretical analysis is still an open problem. As a first step, simplified models such as purely random forests have been introduced, in order to shed…

Statistics Theory · Mathematics 2014-07-16 Sylvain Arlot , Robin Genuer

Distributional Random Forest (DRF) is a flexible forest-based method to estimate the full conditional distribution of a multivariate output of interest given input variables. In this article, we introduce a variable importance algorithm for…

Machine Learning · Statistics 2024-02-15 Clément Bénard , Jeffrey Näf , Julie Josse

A key question in clinical practice is accurate prediction of patient prognosis. To this end, nowadays, physicians have at their disposal a variety of tests and biomarkers to aid them in optimizing medical care. These tests are often…

Random forests are a statistical learning method widely used in many areas of scientific research because of its ability to learn complex relationships between input and output variables and also its capacity to handle high-dimensional…

Machine Learning · Statistics 2024-02-19 Louis Capitaine , Jérémie Bigot , Rodolphe Thiébaut , Robin Genuer

This paper examines from an experimental perspective random forests, the increasingly used statistical method for classification and regression problems introduced by Leo Breiman in 2001. It first aims at confirming, known but sparse,…

Machine Learning · Statistics 2008-11-24 Robin Genuer , Jean-Michel Poggi , Christine Tuleau

Many organisms, from flies to humans, use visual signals to estimate their motion through the world. To explore the motion estimation problem, we have constructed a camera/gyroscope system that allows us to sample, at high temporal…

Neurons and Cognition · Quantitative Biology 2021-01-13 Shiva R. Sinha , William Bialek , Rob R. de Ruyter van Steveninck

Motivated by the need to analyze continuously updated data sets in the context of time-to-event modeling, we propose a novel nonparametric approach to estimate the conditional hazard function given a set of continuous and discrete…

Methodology · Statistics 2025-07-03 Daphné Aurouet , Valentin Patilea

Systematic sampling is often used to select plot locations for forest inventory estimation. However, it is not possible to derive a design-unbiased variance estimator for a systematic sample using one random start. As a result, many forest…

Applications · Statistics 2018-10-22 Chad Babcock , Andrew O. Finley , Timothy G. Gregoire , Hans-Erik Andersen

The pseudo-observations approach has been gaining popularity as a method to estimate covariate effects on censored survival data. It is used regularly to estimate covariate effects on quantities such as survival probabilities, restricted…

Methodology · Statistics 2024-12-06 Yael Travis-Lumer , Micha Mandel , Rebecca A. Betensky

Continuous-time multi-state survival models can be used to describe health-related processes over time. In the presence of interval-censored times for transitions between the living states, the likelihood is constructed using transition…

Methodology · Statistics 2017-03-24 Robson J. M. Machado , Ardo van den Hout