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Random forests are a statistical learning technique that use bootstrap aggregation to average high-variance and low-bias trees. Improvements to random forests, such as applying Lasso regression to the tree predictions, have been proposed in…

Machine Learning · Statistics 2025-11-13 Jing Shang , James Bannon , Benjamin Haibe-Kains , Robert Tibshirani

Rank regression offers robustness to outliers and heavy-tailed response distributions, invariance to monotonic transformations, and improved efficiency under non-Gaussian errors, making it a versatile tool for analyzing complex data. This…

Methodology · Statistics 2026-05-25 Jiyuan Tu , Suqi Wu , Yichen Zhang , Wen-Xin Zhou

Gaussian processes (GPs) are widely used as distributions of random effects in linear mixed models, which are fit using the restricted likelihood or the closely-related Bayesian analysis. This article addresses two problems. First, we…

Methodology · Statistics 2018-05-04 Maitreyee Bose , James S. Hodges , Sudipto Banerjee

Random Forest (RF) is a widely used machine learning algorithm known for its flexibility, user-friendliness, and high predictive performance across various domains. However, it is non-interpretable. This can limit its usefulness in applied…

Machine Learning · Statistics 2024-08-13 Luca Patelli , Natalia Golini , Rosaria Ignaccolo , Michela Cameletti

In this paper we study the asymptotics of linear regression in settings with non-Gaussian covariates where the covariates exhibit a linear dependency structure, departing from the standard assumption of independence. We model the covariates…

Machine Learning · Statistics 2024-12-10 Behrad Moniri , Hamed Hassani

The dynamics of a rain forest is extremely complex involving births, deaths and growth of trees with complex interactions between trees, animals, climate, and environment. We consider the patterns of recruits (new trees) and dead trees…

Methodology · Statistics 2024-09-19 Abdollah Jalilian , Francisco Cuevas-Pacheco , Ganggang Xu , Rasmus Waagepetersen

In regression analysis for deriving scaling laws that occur in various scientific disciplines, usually standard regression methods have been applied, of which ordinary least squares (OLS) is the most popular. In many situations, the…

Methodology · Statistics 2015-09-23 Geert Verdoolaege

Binomial trees are widely used in the financial sector for valuing securities with early exercise characteristics, such as American stock options. However, while effective in many scenarios, pricing options with CRR binomial trees are…

Computational Finance · Quantitative Finance 2024-05-28 Yury Lebedev , Arunava Banerjee

Random Forests (RF) is a popular machine learning method for classification and regression problems. It involves a bagging application to decision tree models. One of the primary advantages of the Random Forests model is the reduction in…

Machine Learning · Statistics 2022-07-06 Sai K Popuri

We develop Clustered Random Forests, a random forests algorithm for clustered data, arising from independent groups that exhibit within-cluster dependence. The leaf-wise predictions for each decision tree making up clustered random forests…

Methodology · Statistics 2026-01-26 Elliot H. Young , Peter Bühlmann

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

This article introduces a novel nonparametric methodology for Generalized Linear Models which combines the strengths of the binary regression and latent variable formulations for categorical data, while overcoming their disadvantages.…

Machine Learning · Statistics 2021-10-12 K. P. Chowdhury

The spatial linear mixed model (SLMM) consists of fixed and spatial random effects that may be linearly dependent. Partially motivated as a means to address potential issues with confounding, the Restricted spatial regression (RSR) model…

Methodology · Statistics 2026-03-24 Jonathan R. Bradley

We introduce random spatial forests, a method of bagging regression trees allowing for spatial correlation. Our main contribution is the development of a computationally efficient tree building algorithm which selects each split of the tree…

Methodology · Statistics 2020-07-24 Travis Hee Wai , Michael T. Young , Adam A. Szpiro

Graphs are essential for modeling complex relationships and capturing structured interactions in data. Graph Neural Networks (GNNs) are particularly effective when such relational structure is explicitly available, but many real-world…

Graphics · Computer Science 2026-03-02 Haozhe Chen , Soheila Farokhi , Kelvyn Bladen , Hamid Karimi , Kevin R. Moon

Historical observations of severe weather and simulated severe weather environments (i.e., features) from the Global Ensemble Forecast System v12 (GEFSv12) Reforecast Dataset (GEFS/R) are used in conjunction to train and test random forest…

Atmospheric and Oceanic Physics · Physics 2022-12-19 Aaron J. Hill , Russ S. Schumacher , Israel Jirak

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

Off-the-shelf Gaussian Process (GP) covariance functions encode smoothness assumptions on the structure of the function to be modeled. To model complex and non-differentiable functions, these smoothness assumptions are often too…

Machine Learning · Statistics 2016-04-12 Roberto Calandra , Jan Peters , Carl Edward Rasmussen , Marc Peter Deisenroth

Spatial fields in the Earth and environmental sciences are often available at multiple scales or resolutions. While coarse-scale data (e.g., from global circulation models) are often abundant, they lack the local detail provided by…

Methodology · Statistics 2026-04-01 Alejandro Calle-Saldarriaga , Paul F. V. Wiemann , Matthias Katzfuss

We consider the analysis of continuous repeated measurement outcomes that are collected through time, also known as longitudinal data. A standard framework for analysing data of this kind is a linear Gaussian mixed-effects model within…

Methodology · Statistics 2018-04-10 Özgür Asar , David Bolin , Peter J. Diggle , Jonas Wallin