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Type | Journal Article |
Scope | Discipline-based scholarship |
Title | On the use of random forest for two-sample testing |
Organization Unit | |
Authors |
|
Item Subtype | Original Work |
Refereed | Yes |
Status | Published in final form |
Language |
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Journal Title | Computational Statistics & Data Analysis |
Publisher | Elsevier |
Geographical Reach | international |
ISSN | 0167-9473 |
Volume | 170 |
Page Range | 107435 |
Date | 2022 |
Abstract Text | Following the line of classification-based two-sample testing, tests based on the Random Forest classifier are proposed. The developed tests are easy to use, require almost no tuning, and are applicable for any distribution on R^d. Furthermore, the built-in variable importance measure of the Random Forest gives potential insights into which variables make out the difference in distribution. An asymptotic power analysis for the proposed tests is conducted. Finally, two real-world applications illustrate the usefulness of the introduced methodology. To simplify the use of the method, the R-package “hypoRF” is provided. |
Free access at | DOI |
Related URLs | |
Digital Object Identifier | 10.1016/j.csda.2022.107435 |
Other Identification Number | merlin-id:21963 |
PDF File | Download from ZORA |
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