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Censored Quantile Regression Forests

Alexander Hanbo Li, Jelena Bradic

arXiv 8 Feb 2019 · Statistics — Machine Learning · 8 citations (OpenAlex)

arXiv:1902.03327 · PDF · DOI · OpenAlex · Extracted main text

Abstract

Random forests are powerful non-parametric regression method but are severely limited in their usage in the presence of randomly censored observations, and naively applied can exhibit poor predictive performance due to the incurred biases. Based on a local adaptive representation of random forests, we develop its regression adjustment for randomly censored regression quantile models. Regression adjustment is based on new estimating equations that adapt to censoring and lead to quantile score whenever the data do not exhibit censoring. The proposed procedure named censored quantile regression forest, allows us to estimate quantiles of time-to-event without any parametric modeling assumption. We establish its consistency under mild model specifications. Numerical studies showcase a clear advantage of the proposed procedure.

Citation extraction

42
references
69
in-text mentions
42
distinct cited
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main-text words

appendix boundary found by appendix_titled_section at “Appendix” · 93% of the source is main text. Read the extracted text to check this.

Most heavily cited references

The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.

ReferenceIntensityMentionsSectionsMain text
1Athey, S., J. Tibshirani, and S. Wager (2018) Generalized random forests1.00074100%
2Meinshausen, N (2006) Quantile regression forests0.9619589%
3Breiman, L (2001) Random forests0.73732100%
4Hothorn, T., P. Bühlmann, S. Dudoit, A. Molinaro, and M. J. Van Der… (2005) Survival ensembles0.73732100%
5Dabrowska, D. M (1989) Uniform consistency of the kernel conditional kaplan-meier estimate0.64422100%
6Ishwaran, H., U. B. Kogalur, E. H. Blackstone, and M. S. Lauer (2008) Random survival forests0.64422100%
7Li, A. H. and A. Martin (2017) Forest-type regression with general losses and robust forest self0.64422100%
8Robins, J. and A. A. Tsiatis (1992) Semiparametric estimation of an accelerated failure time model with time-dependent covariates0.64422100%
9Zhu, R. and M. R. Kosorok (2012) Recursively imputed survival trees0.64422100%
10Bloniarz, A., A. S. Talwalkar, B. Yu, and C. Wu (2016) Supervised neighborhoods for distributed nonparametric regression0.51121100%

Showing the top 10 of 42 scored citations.