RafterNet: Probabilistic Predictions in Multi-Response Regression.

A fully nonparametric approach for making probabilistic predictions in multi-response regression problems is introduced. Random forests are used as marginal models for each response variable and, as novel contribution of the present work, the dependence between the multiple response variables is mod...

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Bibliographic Details

Published in:	American Statistician Vol. 77; no. 4; pp. 406 - 417
Main Authors:	Hofert, Marius, Prasad, Avinash, Zhu, Mu
Format:	Article
Published:	Taylor & Francis Ltd Nov2023
Subjects:	Forecasting Marginal distributions Random forest algorithms
Online Access:	View this record in EBSCOhost