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José A. Ferreira

Publications and source records attributed to José A. Ferreira.

3 recordsLinked to original sources

Causality from the Point of View of Statistics

We present a basis for studying questions of cause and effect in statistics which subsumes and reconciles the models proposed by Pearl, Robins, Rubin and others, and which, as far as mathematical notions and notation are concerned, is entirely conventional. In particular, we show that, contrary to what several authors had thought, standard probability can be used to treat problems that involve notions of causality, and in a way not essentially different from the way it has been used in the area generally known (since the 1960s, at least) as 'applied probability'. Conventional, elementary proofs are given of some of the most important results obtained by the various schools of 'statistical causality', and a variety of examples considered by those schools are worked out in detail. Pearl's 'calculus of intervention' is examined anew, and its first two rules are formulated and proved by means of elementary probability for the first time since they were stated 25 years or so ago. Note: Corrected and extended parts of this paper will soon be published as a book of the same title.

math.ST↗

Models under which random forests perform badly; consequences for applications

We give examples of data-generating models under which Breiman's random forest may be extremely slow to converge to the optimal predictor or even fail to be consistent. The evidence provided for these properties is based on mostly intuitive arguments, similar to those used earlier with simpler examples, and on numerical experiments. Although one can always choose models under which random forests perform very badly, we show that simple methods based on statistics of `variable use' and `variable importance' can often be used to construct a much better predictor based on a `many-armed' random forest obtained by forcing initial splits on variables which the default version of the algorithm tends to ignore.

stat.ML↗