Tag: el

Empirical Likelihood for Random Forests and Ensembles arXiv:2511.13934v1 Announce Type: new Abstract: We develop an empirical likelihood (EL) framework for random forests and related ensemble methods, providing a likelihood-based approach to quantify their statistical uncertainty. Exploiting the incomplete $U$-statistic structure inherent in ensemble predictions, we construct an EL statistic that is asymptotically chi-squared when subsampling…