Consistency of Random Survival Forests.
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ABSTRACT:
SUBMITTER: Ishwaran H
PROVIDER: S-EPMC2889677 | biostudies-literature | 2010 Jul
REPOSITORIES: biostudies-literature
Publications
Consistency of Random Survival Forests.
Ishwaran Hemant H Kogalur Udaya B UB
Statistics & probability letters 20100701 13-14
We prove uniform consistency of Random Survival Forests (RSF), a newly introduced forest ensemble learner for analysis of right-censored survival data. Consistency is proven under general splitting rules, bootstrapping, and random selection of variables-that is, under true implementation of the methodology. Under this setting we show that the forest ensemble survival function converges uniformly to the true population survival function. To prove this result we make one key assumption regarding t ...[more]
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