no code implementations • 10 Mar 2023 • Isabella Verdinelli, Larry Wasserman
We are particularly interested in the effect of correlation between features which can obscure interpretability.
no code implementations • 21 Nov 2021 • Isabella Verdinelli, Larry Wasserman
We propose a method for mitigating the effect of correlation by defining a modified version of LOCO.
no code implementations • 8 Mar 2021 • Isabella Verdinelli, Larry Wasserman
We use the output of a random forest to define a family of local smoothers with spatially adaptive bandwidth matrices.
no code implementations • 1 Jun 2016 • Christopher Genovese, Marco Perone-Pacifico, Isabella Verdinelli, Larry Wasserman
We present a method for finding high density, low-dimensional structures in noisy point clouds.
no code implementations • 29 Dec 2013 • Christopher Genovese, Marco Perone-Pacifico, Isabella Verdinelli, Larry Wasserman
We derive nonparametric confidence intervals for the eigenvalues of the Hessian at modes of a density estimate.
no code implementations • 20 Dec 2012 • Christopher R. Genovese, Marco Perone-Pacifico, Isabella Verdinelli, Larry Wasserman
Ridge estimation is an extension of mode finding and is useful for understanding the structure of a density.