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Consistency of Random Survival Forests
Hemant Ishwaran, Udaya B. Kogalur
We prove uniform consistency of Random Survival Forests (RSF), a newly introduced forest ensemble learner for analysis of right-censored survival data. Consistency is proven under…
Random survival forests
Hemant Ishwaran, Udaya B. Kogalur, Eugene H. Blackstone +1
We introduce random survival forests, a random forests method for the analysis of right-censored survival data. New survival splitting rules for growing survival trees are introduc…
Orthogonalized smoothing for rescaled spike and slab models
Hemant Ishwaran, Ariadni Papana
Rescaled spike and slab models are a new Bayesian variable selection method for linear regression models. In high dimensional orthogonal settings such models have been shown to pos…