Stable graphical model estimation with Random Forests for discrete, continuous, and mixed variables

被引：50

作者：

Fellinghauer, Bernd ^{[1
,2
]}

Buehlmann, Peter ^{[2
]}

Ryffel, Martin ^{[2
]}

von Rhein, Michael ^{[3
]}

Reinhardt, Jan D. ^{[1
,4
]}

机构：

[1] Swiss Parapleg Res, Nottwil, Switzerland

[2] ETH, Seminar Stat, CH-8092 Zurich, Switzerland

[3] Univ Childrens Hosp, Child Dev Ctr, Zurich, Switzerland

[4] Univ Lucerne, Dept Hlth Sci & Hlth Policy, Luzern, Switzerland

来源：

COMPUTATIONAL STATISTICS & DATA ANALYSIS | 2013年 / 64卷

关键词：

Graphical model; High dimensions; LASSO; Mixed data; Random Forests; Stability Selection;

D O I：

10.1016/j.csda.2013.02.022

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

Random Forests in combination with Stability Selection allow to estimate stable conditional independence graphs with an error control mechanism for false positive selection. This approach is applicable to graphs containing both continuous and discrete variables at the same time. Its performance is evaluated in various simulation settings and compared with alternative approaches. Finally, the approach is applied to two heath-related data sets, first to study the interconnection of functional health components, personal, and environmental factors and second to identify risk factors which may be associated with adverse neurodevelopment after open-heart surgery. (c) 2013 Elsevier B.V. All rights reserved.

引用

页码：132 / 152

页数：21

共 50 条

[21] Probabilistic Answer Set Programming with Discrete and Continuous Random Variables
Azzolini, Damiano
Riguzzi, Fabrizio
THEORY AND PRACTICE OF LOGIC PROGRAMMING, 2025, 25 (01) : 1 - 32
[22] MULTIVARIATE CORRELATION MODELS WITH MIXED DISCRETE AND CONTINUOUS-VARIABLES
OLKIN, I
TATE, RF
ANNALS OF MATHEMATICAL STATISTICS, 1961, 32 : 448 - &
[23] Maximum Entropy Inference for Mixed Continuous-Discrete Variables
Singer, Hermann
INTERNATIONAL JOURNAL OF INTELLIGENT SYSTEMS, 2010, 25 (04) : 345 - 364
[24] MULTIVARIATE CORRELATION MODELS WITH MIXED DISCRETE AND CONTINUOUS-VARIABLES
OLKIN, I
TATE, RF
ANNALS OF MATHEMATICAL STATISTICS, 1961, 32 (02): : 448 - 465
[25] MULTIVARIATE CORRELATION MODELS WITH MIXED DISCRETE AND CONTINUOUS-VARIABLES
TATE, RF
OLKIN, I
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1960, 55 (290) : 373 - 373
[26] JOINT ESTIMATION OF RELATIONSHIPS INVOLVING DISCRETE RANDOM-VARIABLES
ZELLNER, A
LEE, TH
ECONOMETRICA, 1965, 33 (02) : 382 - 394
[27] Graphical model based continuous estimation of distribution algorithm
PourMohammadBagher, Latifeh
Ebadzadeh, Mohammad Mehdi
Safabakhsh, Reza
APPLIED SOFT COMPUTING, 2017, 58 : 388 - 400
[28] Weak approximation of Heston model by discrete random variables
Lenksas, A.
Mackevicius, V.
MATHEMATICS AND COMPUTERS IN SIMULATION, 2015, 113 : 1 - 15
[29] Dynamic estimation with random forests for discrete-time survival data
Moradian, Hoora
Yao, Weichi
Larocque, Denis
Simonoff, Jeffrey S.
Frydman, Halina
CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE, 2022, 50 (02): : 533 - 548
[30] On the Entropy Region of Discrete and Continuous Random Variables and Network Information Theory
Shadbakht, Sormeh
Hassibi, Babak
2008 42ND ASILOMAR CONFERENCE ON SIGNALS, SYSTEMS AND COMPUTERS, VOLS 1-4, 2008, : 2130 - 2134

← 1 2 3 4 5 →