2 citations · 2 across the 1 of their papers we have counts for
2 papers
stat.ME2020★ 2 cited
Interpretable random forest models through forward variable selection
Jasper Velthoen, Juan-Juan Cai, Geurt Jongbloed
Random forest is a popular prediction approach for handling high dimensional covariates. However, it often becomes infeasible to interpret the obtained high dimensional and non-par…
stat.ME2018
Improving precipitation forecasts using extreme quantile regression
Jasper Velthoen, Juan-Juan Cai, Geurt Jongbloed +1
Aiming to estimate extreme precipitation forecast quantiles, we propose a nonparametric regression model that features a constant extreme value index. Using local linear quantile r…