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Velthoen, J.J. (author), Cai, Juan Juan (author), Jongbloed, G. (author)Random forest is a popular prediction approach for handling high dimensional covariates. However, it often becomes infeasible to interpret the obtained high dimensional and non-parametric model. Aiming for an interpretable predictive model, we develop a forward variable selection method using the continuous ranked probability score (CRPS) as...journal article 2022