Jan D. Reinhardt

  1. Stable Graphical Model Estimation with Random Forests for Discrete, Continuous, and Mixed Variables.

    Authors: Peter Bühlmann, Bernd Fellinghauer, Martin Ryffel, Michael von Rhein, Jan D. Reinhardt
    Subjects: Methodology
    Abstract

    A conditional independence graph is a concise representation of pairwise
    conditional independence among many variables. We propose Graphical Random
    Forests (GRaFo) for estimating pairwise conditional independence relationships
    among mixed-type, i.e. continuous and discrete, variables. The number of edges
    is a tuning parameter in any graphical model estimator and there is no obvious
    number that constitutes a good choice. Stability Selection helps choosing this
    parameter with respect to a bound on the expected number of false positives
    (error control).

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