2 papers
stat.ML2025
Asymptotic Theory and Phase Transitions for Variable Importance in Quantile Regression Forests
Tomoshige Nakamura, Hiroshi Shiraishi
Quantile Regression Forests (QRF) are widely used for non-parametric conditional quantile estimation, yet statistical inference for variable importance measures remains challenging…
math.ST2022
Time series quantile regression using random forests
Hiroshi Shiraishi, Tomoshige Nakamura, Ryotato Shibuki
We discuss an application of Generalized Random Forests (GRF) proposed by Athey et al.(2019) to quantile regression for time series data. We extracted the theoretical results of th…