Related papers: Global Censored Quantile Random Forest
Conformalized Quantile Regression (CQR) is a recently proposed method for constructing prediction intervals for a response $Y$ given covariates $X$, without making distributional assumptions. However, existing constructions of CQR can be…
Despite attractive theoretical guarantees and practical successes, Predictive Interval (PI) given by Conformal Prediction (CP) may not reflect the uncertainty of a given model. This limitation arises from CP methods using a constant…
We develop a predictive inference procedure that combines conformal prediction (CP) with unconditional quantile regression (QR) -- a commonly used tool in econometrics that involves regressing the recentered influence function (RIF) of the…
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…
We propose a generalized win fraction regression framework for prioritized composite survival outcomes. The framework models the conditional win fraction through a chosen link function (including identity, logit, or probit), thereby…
Most work in neural networks focuses on estimating the conditional mean of a continuous response variable given a set of covariates.In this article, we consider estimating the conditional distribution function using neural networks for both…
Kernel Induced Random Survival Forests (KIRSF) is a statistical learning algorithm which aims to improve prediction accuracy for survival data. As in Random Survival Forests (RSF), Cumulative Hazard Function is predicted for each individual…
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…
Random Forest (Breiman, 2001) is a successful and widely used regression and classification algorithm. Part of its appeal and reason for its versatility is its (implicit) construction of a kernel-type weighting function on training data,…
Quantile regression and conditional density estimation can reveal structure that is missed by mean regression, such as multimodality and skewness. In this paper, we introduce a deep learning generative model for joint quantile estimation…
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…
We consider quantile regression processes from censored data under dependent data structures and derive a uniform Bahadur representation for those processes. We also consider cases where the dimension of the parameter in the quantile…
Quantile regression (QR) relies on the estimation of conditional quantiles and explores the relationships between independent and dependent variables. At high probability levels, classical QR methods face extrapolation difficulties due to…
Since survival data occur over time, often important covariates that we wish to consider also change over time. Such covariates are referred as time-dependent covariates. Quantile regression offers flexible modeling of survival data by…
Under adaptive progressive Type-II censoring schemes, order restricted inference based on competing risks data is discussed in this article. The latent failure lifetimes for the competing causes are assumed to follow Weibull distributions,…
The present work provides an application of Global Sensitivity Analysis to supervised machine learning methods such as Random Forests. These methods act as black boxes, selecting features in high--dimensional data sets as to provide…
In survival analysis, estimating the conditional survival function given predictors is often of interest. There is a growing trend in the development of deep learning methods for analyzing censored time-to-event data, especially when…
Quantile Regression (QR) provides a way to approximate a single conditional quantile. To have a more informative description of the conditional distribution, QR can be merged with deep learning techniques to simultaneously estimate multiple…
The study of survival data often requires taking proper care of the censoring mechanism that prohibits complete observation of the data. Under right censoring, only the first occurring event is observed: either the event of interest, or a…
The regularized random forest (RRF) was recently proposed for feature selection by building only one ensemble. In RRF the features are evaluated on a part of the training data at each tree node. We derive an upper bound for the number of…