Conference Agenda
Overview and details of the sessions of this conference. Please select a date or location to show only sessions at that day or location. Please select a single session for detailed view (with abstracts and downloads if available).
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Daily Overview |
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High-dimensional statistics and learning Location: 1.012 Session Chair: Martin Wahl | |
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Asymptotic confidence bands for centered purely random forests Karlsruhe Institute of Technology, Germany In this talk we will study asymptotic uniform confidence bands for centered purely random forests in a multivariate nonparametric regression setting. The most popular example in this class of random forests, namely the uniformly centered purely random forests, is well known to suffer from suboptimal rates. Therefore, a new type of purely random forests, called the Ehrenfest centered purely random forests, is proposed which achieves minimax optimal rates. Our main confidence band theorem applies to both random forests. The proof is based on an interpretation of random forests as generalized U-Statistics together with a Gaussian approximation of the supremum of empirical processes. | |
