On the Oracle Properties of Bayesian Random Forest for Sparse High-Dimensional Gaussian Regression
Random forest (RF) is a widely used data prediction and variable selection technique. However, the variable selection aspect of RF can become unreliable when there are more irrelevant variables than relevant ones. In response, we introduced the Bayesian random forest (BRF) method, specifically desig...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2023-12-01
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| Series: | Mathematics |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7390/11/24/4957 |