Asymptotic properties of high-dimensional random forests

DOI10.1214/22-AOS2234MaRDI QIDQ2112821

Chien-Ming Chi, Jinchi Lv, Yingying Fan, Patrick Vossler

Publication date: 12 January 2023

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2004.13953

zbMATH Keywords

rate of convergenceconsistencyrandom forestssparsitynonparametric learning

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items

Consistent and unbiased variable selection under indepedent features using random forest permutation importance

Uses Software

• GeneSrF
• randomForest
• grf

Cites Work

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