1 code implementation • 30 May 2005 • Hemant Ishwaran, J. Sunil Rao
In this paper we introduce a variable selection method referred to as a rescaled spike and slab model.
Statistics Theory Statistics Theory 62J07 (Primary) 62J05. (Secondary)
no code implementations • 18 Jan 2017 • Min Lu, Hemant Ishwaran
By a simple modification to the bootstrap data involving "noising up" a variable, the OOB method yields a variable importance (VIMP) index, which directly measures how much a specific variable contributes to the prediction precision of a model.
no code implementations • 19 Jan 2017 • Min Lu, Saad Sadiq, Daniel J. Feaster, Hemant Ishwaran
We find accurate estimation of individual treatment effects is possible even in complex heterogeneous settings but that the type of RF approach plays an important role in accuracy.
no code implementations • 19 Jan 2017 • Fei Tang, Hemant Ishwaran
Using a large, diverse collection of data sets, performance of various RF algorithms was assessed under different missing data mechanisms.
no code implementations • 27 Jan 2017 • Donald K. K. Lee, Ningyuan Chen, Hemant Ishwaran
Given functional data from a survival process with time-dependent covariates, we derive a smooth convex representation for its nonparametric log-likelihood functional and obtain its functional gradient.