no code implementations • 23 Feb 2021 • Merle Behr, Yu Wang, Xiao Li, Bin Yu
Iterative Random Forests (iRF) use a tree ensemble from iteratively modified RF to obtain predictive and stable non-linear or Boolean interactions of features.
Statistics Theory Statistics Theory
1 code implementation • 25 Feb 2019 • Laura Jula Vanegas, Merle Behr, Axel Munk
We introduce a new methodology for analyzing serial data by quantile regression assuming that the underlying quantile function consists of constant segments.
Methodology 62G08, 62G15, 62G30, 62G35, 90C39
no code implementations • 11 Nov 2017 • Merle Behr, Axel Munk
To this end we quantify in the noiseless case, that is, Z = 0, the perturbation range of Y in order to obtain stable recovery of F and W. Based on this, we derive an iterative Lloyd's type estimation procedure that attains minimax estimation rates for W and F for Gaussian error matrix Z.
Statistics Theory Statistics Theory Primary 62F12, 62H30, Secondary 62F30, 62J05
