Related papers: Prediction with Missing Data via Bayesian Additive…
In modern computer experiment applications, one often encounters the situation where various models of a physical system are considered, each implemented as a simulator on a computer. An important question in such a setting is determining…
Flexibly modeling how an entire density changes with covariates is an important but challenging generalization of mean and quantile regression. While existing methods for density regression primarily consist of covariate-dependent discrete…
Bayes additive regression trees(BART) is a nonparametric regression model which has gained wide-spread popularity in recent years due to its flexibility and high accuracy of estimation. Soft BART,one variation of BART,improves both…
Bayesian Additive Regression Trees (BART) of Chipman et al. (2010) has proven to be a powerful tool for nonparametric modeling and prediction. Monotone BART (Chipman et al., 2022) is a recent development that allows BART to be more precise…
Nonparametric regression models such as Bayesian Additive Regression Trees (BART) can be useful in fitting flexible functions of a set of covariates to a response, while accounting for nonlinearities and interactions. However, they are…
For the discovery of regression relationships between Y and a large set of p potential predictors x 1 , . . . , x p , the flexible nonparametric nature of BART (Bayesian Additive Regression Trees) allows for a much richer set of…
This paper develops a novel stochastic tree ensemble method for nonlinear regression, which we refer to as XBART, short for Accelerated Bayesian Additive Regression Trees. By combining regularization and stochastic search strategies from…
Current implementations of Bayesian Additive Regression Trees (BART) are based on axis-aligned decision rules that recursively partition the feature space using a single feature at a time. Several authors have demonstrated that oblique…
The development of driverless vehicles has spurred the need to predict human driving behavior to facilitate interaction between driverless and human-driven vehicles. Predicting human driving movements can be challenging, and poor prediction…
Bayesian Additive Regression Trees (BART) is a nonparametric Bayesian regression technique of rising fame. It is a sum-of-decision-trees model, and is in some sense the Bayesian version of boosting. In the limit of infinite trees, it…
The ratio of two densities provides a direct characterization of their differences. We consider the two-sample comparison problem by estimating this ratio given i.i.d. observations from two distributions. To this end, we propose additive…
This paper tackles the problem of constructing a non-parametric predictor when the latent variables are given with incomplete information. The convenient predictor for this task is the random forest algorithm in conjunction to the so-called…
Ensembles of decision trees are a useful tool for obtaining for obtaining flexible estimates of regression functions. Examples of these methods include gradient boosted decision trees, random forests, and Bayesian CART. Two potential…
This paper presents a novel approach to enhance the Binary-Addition-Tree algorithm (BAT) by integrating incremental learning techniques. BAT, known for its simplicity in development, implementation, and application, is a powerful implicit…
Bayesian additive regression trees (BART) is a regression technique developed by Chipman et al. (2008). Its usefulness in standard regression settings has been clearly demonstrated, but it has not been applied to time series analysis as…
In light of widespread evidence of parameter instability in macroeconomic models, many time-varying parameter (TVP) models have been proposed. This paper proposes a nonparametric TVP-VAR model using Bayesian additive regression trees (BART)…
Although it is an extremely effective, easy-to-use, and increasingly popular tool for nonparametric regression, the Bayesian Additive Regression Trees (BART) model is limited by the fact that it can only produce discontinuous output.…
In the era of precision medicine, genome-wide epigenetic modifications offer rich data that could inform risk prediction. However, these data are high-dimensional and exhibit complex dependence structures, which makes it difficult to…
Few methods in Bayesian non-parametric statistics/ machine learning have received as much attention as Bayesian Additive Regression Trees (BART). While BART is now routinely performed for prediction tasks, its theoretical properties began…
We investigate regression for variable length sequential data containing missing samples and introduce a novel tree architecture based on the Long Short-Term Memory (LSTM) networks. In our architecture, we employ a variable number of LSTM…