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Most of statistics and AI draw insights through modelling discord or variance between sources of information (i.e., inter-source uncertainty). Increasingly, however, research is focusing upon uncertainty arising at the level of individual…

Machine Learning · Computer Science 2023-03-01 Shaily Kabir , Christian Wagner , Zack Ellerby

Regression models for supervised learning problems with a continuous target are commonly understood as models for the conditional mean of the target given predictors. This notion is simple and therefore appealing for interpretation and…

Methodology · Statistics 2018-01-09 Torsten Hothorn , Achim Zeileis

We consider nonparametric estimation of mean regression and conditional variance (or volatility) functions in nonlinear stochastic regression models. Simultaneous confidence bands are constructed and the coverage probabilities are shown to…

Statistics Theory · Mathematics 2008-08-08 Zhibiao Zhao , Wei Biao Wu

We consider conducting inference on the output of the Classification and Regression Tree (CART) [Breiman et al., 1984] algorithm. A naive approach to inference that does not account for the fact that the tree was estimated from the data…

Methodology · Statistics 2022-10-19 Anna C. Neufeld , Lucy L. Gao , Daniela M. Witten

Interval-censored data analysis is important in biomedical statistics for any type of time-to-event response where the time of response is not known exactly, but rather only known to occur between two assessment times. Many clinical trials…

Methodology · Statistics 2019-06-12 Weichi Yao , Halina Frydman , Jeffrey S. Simonoff

Ensemble of regression trees have become popular statistical tools for the estimation of conditional mean given a set of predictors. However, quantile regression trees and their ensembles have not yet garnered much attention despite the…

Machine Learning · Statistics 2016-07-12 Bereket P. Kindo , Hao Wang , Timothy Hanson , Edsel A. Peña

Probabilistic Regression Trees (PRTrees) generalize traditional decision trees by incorporating probability functions that associate each data point with different regions of the tree, providing smooth decisions and continuous responses.…

Methodology · Statistics 2025-10-07 Taiane Schaedler Prass , Alisson Silva Neimaier , Guilherme Pumi

The aim of this paper is to propose a suitable method for constructing prediction intervals for the output of neural network models. To do this, we adapt the extremely randomized trees method originally developed for random forests to…

Machine Learning · Statistics 2021-05-14 Tullio Mancini , Hector Calvo-Pardo , Jose Olmo

Ensembles of classification and regression trees remain popular machine learning methods because they define flexible non-parametric models that predict well and are computationally efficient both during training and testing. During…

Machine Learning · Computer Science 2012-06-22 Sebastian Nowozin

Random forests are a powerful method for non-parametric regression, but are limited in their ability to fit smooth signals, and can show poor predictive performance in the presence of strong, smooth effects. Taking the perspective of random…

Machine Learning · Statistics 2020-09-08 Rina Friedberg , Julie Tibshirani , Susan Athey , Stefan Wager

Combining machine learning with econometric analysis is becoming increasingly prevalent in both research and practice. A common empirical strategy involves the application of predictive modeling techniques to 'mine' variables of interest…

Econometrics · Economics 2020-12-22 Mochen Yang , Edward McFowland , Gordon Burtch , Gediminas Adomavicius

Decision trees are simple, yet powerful, classification models used to classify categorical and numerical data, and, despite their simplicity, they are commonly used in operations research and management, as well as in knowledge mining.…

Logic in Computer Science · Computer Science 2020-03-13 Andrea Brunello , Guido Sciavicco , Ionel Eduard Stan

An increasing array of biomedical and computer vision applications requires the predictive modeling of complex data, for example images and shapes. The main challenge when predicting such objects lies in the fact that they do not comply to…

Machine Learning · Statistics 2017-02-17 Dimosthenis Tsagkrasoulis , Giovanni Montana

The increasing complexity of data requires methods and models that can effectively handle intricate structures, as simplifying them would result in loss of information. While several analytical tools have been developed to work with complex…

Methodology · Statistics 2023-06-16 Riccardo Giubilei , Tullia Padellini , Pierpaolo Brutti

Imputation is a popular technique for handling missing data. We consider a nonparametric approach to imputation using the kernel ridge regression technique and propose consistent variance estimation. The proposed variance estimator is based…

Methodology · Statistics 2021-02-02 Hengfang Wang , Jae-Kwang Kim

Latent tree analysis seeks to model the correlations among a set of random variables using a tree of latent variables. It was proposed as an improvement to latent class analysis --- a method widely used in social sciences and medicine to…

Machine Learning · Computer Science 2016-10-04 Nevin L. Zhang , Leonard K. M. Poon

A compositional tree refers to a tree structure on a set of random variables where each random variable is a node and composition occurs at each non-leaf node of the tree. As a generalization of compositional data, compositional trees…

Methodology · Statistics 2021-04-20 Bingkai Wang , Brian S. Caffo , Xi Luo , Chin-Fu Liu , Andreia V. Faria , Michael I. Miller , Yi Zhao

Decision trees are widely used for interpretable machine learning due to their clearly structured reasoning process. However, this structure belies a challenge we refer to as predictive equivalence: a given tree's decision boundary can be…

Machine Learning · Computer Science 2025-10-15 Hayden McTavish , Zachery Boner , Jon Donnelly , Margo Seltzer , Cynthia Rudin

Non linear regression models are a standard tool for modeling real phenomena, with several applications in machine learning, ecology, econometry... Estimating the parameters of the model has garnered a lot of attention during many years. We…

Statistics Theory · Mathematics 2020-09-17 Peggy Cénac , Antoine Godichon-Baggioni , Bruno Portier

The past two decades have seen a growing interest in combining causal information, commonly represented using causal graphs, with machine learning models. Probability trees provide a simple yet powerful alternative representation of causal…

Machine Learning · Computer Science 2022-05-18 Tue Herlau