Related papers: Asymptotic Theory and Phase Transitions for Variab…
The default variable-importance measure in random Forests, Gini importance, has been shown to suffer from the bias of the underlying Gini-gain splitting criterion. While the alternative permutation importance is generally accepted as a…
The paper deals with asymptotic properties of the adaptive procedure proposed in the author paper, 2007, for estimating a unknown nonparametric regression. We prove that this procedure is asymptotically efficient for a quadratic risk, i.e.…
Extreme event attribution characterizes how anthropogenic climate change may have influenced the probability and magnitude of selected individual extreme weather and climate events. Attribution statements often involve quantification of the…
Quantile regression is a powerful tool for detecting exposure-outcome associations given covariates across different parts of the outcome's distribution, but has two major limitations when the aim is to infer the effect of an exposure.…
This paper is devoted to the estimation of the shift parameter in a semiparametric regression model when the distribution of the observation times is unknown. Hence, we propose to use a stochastic algorithm which takes into account the…
Intercurrent events, common in clinical trials and observational studies, affect the existence or interpretation of final outcomes. Principal stratification addresses this challenge by defining local average treatment effect estimands…
We study the survival/extinction phase transition for contact processes with quenched disorder. The disorder is given by a locally finite random graph with vertices indexed by the integers that is assumed to be invariant under index shifts…
Quantum neural networks (QNNs) have been a promising framework in pursuing near-term quantum advantage in various fields, where many applications can be viewed as learning a quantum state that encodes useful data. As a quantum analog of…
This study introduces and evaluates the Quantile Regressor Tree (QRT), a novel methodology merging the robust characteristics of quantile regression with the versatility of decision trees. The quantile regressor tree introduces…
This paper outlines a unified framework for high dimensional variable selection for classification problems. Traditional approaches to finding interesting variables mostly utilize only partial information through moments (like mean…
In this paper, we present a realized range-based multipower variation theory, which can be used to estimate return variation and draw jump-robust inference about the diffusive volatility component, when a high-frequency record of asset…
We prove asymptotic normality for the number of fringe subtrees isomorphic to any given tree in uniformly random trees with given vertex degrees. As applications, we also prove corresponding results for random labelled trees with given…
This article characterizes the exact asymptotics of random Fourier feature (RFF) regression, in the realistic setting where the number of data samples $n$, their dimension $p$, and the dimension of feature space $N$ are all large and…
A new approach called ABRF (the attention-based random forest) and its modifications for applying the attention mechanism to the random forest (RF) for regression and classification are proposed. The main idea behind the proposed ABRF…
Random feature models (RFMs), two-layer networks with a randomly initialized fixed first layer and a trained linear readout, are among the simplest nonlinear predictors. Prior asymptotic analyses in the proportional high-dimensional regime…
Covariate-adaptive randomization is widely used in clinical trials to balance prognostic factors, and regression adjustments are often adopted to further enhance the estimation and inference efficiency. In practice, the covariates may…
It is often critical for prediction models to be robust to distributional shifts between training and testing data. From a causal perspective, the challenge is to distinguish the stable causal relationships from the unstable spurious…
The results in this paper provide new information on asymptotic properties of classical models: the neutral Kingman coalescent under a general finite-alleles, parent-dependent mutation mechanism, and its generalisation, the ancestral…
Alternating recurrent events, where subjects experience two potentially correlated event types over time, are common in healthcare, social, and behavioral studies. Often there is a primary event of interest that, when triggered, initiates a…
This paper derives the asymptotic distribution of variance weighted Kolmogorov-Smirnov statistics for conditional moment inequality models for the case of a one dimensional covariate. The asymptotic distribution depends on the data…