3 papers
stat.ME2026
Clustered random forests with correlated data for optimal estimation and inference under potential covariate shift
Elliot H. Young, Peter Bühlmann
We develop Clustered Random Forests, a random forests algorithm for clustered data, arising from independent groups that exhibit within-cluster dependence. The leaf-wise prediction…
stat.ME2024
Invariant Probabilistic Prediction
Alexander Henzi, Xinwei Shen, Michael Law +1
In recent years, there has been a growing interest in statistical methods that exhibit robust performance under distribution changes between training and test data. While most of t…
stat.ME2024
Extrapolation-Aware Nonparametric Statistical Inference
Niklas Pfister, Peter Bühlmann
We define extrapolation as any type of statistical inference on a conditional function (e.g., a conditional expectation or conditional quantile) evaluated outside of the support of…