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We incorporate heteroskedasticity into Bayesian Additive Regression Trees (BART) by modeling the log of the error variance parameter as a linear function of prespecified covariates. Under this scheme, the Gibbs sampling procedure for the…

Methodology · Statistics 2014-02-24 Justin Bleich , Adam Kapelner

Bayesian Additive Regression Trees (BART) is a popular Bayesian non-parametric regression model that is commonly used in causal inference and beyond. Its strong predictive performance is supported by well-developed estimation theory,…

Machine Learning · Statistics 2026-02-10 Yan Shuo Tan , Omer Ronen , Theo Saarinen , Bin Yu

We develop a semiparametric framework for inference on the mean response in missing-data settings using a corrected posterior distribution. Our approach is tailored to Bayesian Additive Regression Trees (BART), which is a powerful…

Methodology · Statistics 2025-10-21 Christoph Breunig , Ruixuan Liu , Zhengfei Yu

Bayesian Additive Regression Trees (BART) is a fully Bayesian approach to modeling with ensembles of trees. BART can uncover complex regression functions with high dimensional regressors in a fairly automatic way and provide Bayesian…

Machine Learning · Statistics 2018-07-11 Edward George , Prakash Laud , Brent Logan , Robert McCulloch , Rodney Sparapani

General circulation models (GCMs) are essential tools for climate studies. Such climate models may have varying accuracy across the input domain, but no model is uniformly best. One can improve climate model prediction performance by…

Methodology · Statistics 2026-01-27 John C. Yannotty , Thomas J. Santner , Bo Li , Matthew T. Pratola

We consider the task of discovering gene regulatory networks, which are defined as sets of genes and the corresponding transcription factors which regulate their expression levels. This can be viewed as a variable selection problem,…

Methodology · Statistics 2014-12-04 Justin Bleich , Adam Kapelner , Edward I. George , Shane T. Jensen

Ensemble decision tree methods such as XGBoost, Random Forest, and Bayesian Additive Regression Trees (BART) have gained enormous popularity in data science for their superior performance in machine learning regression and classification…

Methodology · Statistics 2025-09-10 Shuren He , Huiyan Sang , Quan Zhou

Medical prediction applications often need to deal with small sample sizes compared to the number of covariates. Such data pose problems for prediction and variable selection, especially when the covariate-response relationship is…

Machine Learning · Statistics 2024-11-05 Jeroen M. Goedhart , Thomas Klausch , Jurriaan Janssen , Mark A. van de Wiel

Distribution regression, where the goal is to predict a scalar response from a distribution-valued predictor, arises naturally in settings where observations are grouped and outcomes depend on group-level characteristics rather than on…

Methodology · Statistics 2026-03-09 Antonio R. Linero , Soumyabrata Bose , Jared Murray

Prediction is a classic challenge in spatial statistics and the inclusion of spatial covariates can greatly improve predictive performance when incorporated into a model with latent spatial effects. It is desirable to develop flexible…

Methodology · Statistics 2025-02-24 Alex Ziyu Jiang , Jon Wakefield

We present a method for incorporating missing data in non-parametric statistical learning without the need for imputation. We focus on a tree-based method, Bayesian Additive Regression Trees (BART), enhanced with "Missingness Incorporated…

Machine Learning · Statistics 2014-02-14 Adam Kapelner , Justin Bleich

Bayesian additive regression trees have seen increased interest in recent years due to their ability to combine machine learning techniques with principled uncertainty quantification. The Bayesian backfitting algorithm used to fit BART…

Machine Learning · Statistics 2022-02-22 Antonio R. Linero

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…

Methodology · Statistics 2023-05-08 John C. Yannotty , Thomas J. Santner , Richard J. Furnstahl , Matthew T. Pratola

We apply Bayesian Additive Regression Tree (BART) principles to training an ensemble of small neural networks for regression tasks. Using Markov Chain Monte Carlo, we sample from the posterior distribution of neural networks that have a…

Machine Learning · Statistics 2024-04-09 Danielle Van Boxel

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…

Machine Learning · Statistics 2021-06-04 Jingyu He , P. Richard Hahn

We present a Bayesian nonparametric model for conditional distribution estimation using Bayesian additive regression trees (BART). The generative model we use is based on rejection sampling from a base model. Typical of BART models, our…

Methodology · Statistics 2022-02-02 Yinpu Li , Antonio R. Linero , Jared S. Murray

Many time-to-event studies are complicated by the presence of competing risks. Such data are often analyzed using Cox models for the cause specific hazard function or Fine-Gray models for the subdistribution hazard. In practice regression…

Methodology · Statistics 2018-07-02 Rodney Sparapani , Brent R. Logan , Robert E. McCulloch , Purushottam W. Laud

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…

Machine Learning · Statistics 2024-11-14 Paul-Hieu V. Nguyen , Ryan Yee , Sameer K. Deshpande

Vector autoregression (VAR) models are widely used for forecasting and macroeconomic analysis, yet they remain limited by their reliance on a linear parameterization. Recent research has introduced nonparametric alternatives, such as…

Methodology · Statistics 2025-03-19 Pedro A. Lima , Carlos M. Carvalho , Hedibert F. Lopes , Andrew Herren

There is a dearth of robust methods to estimate the causal effects of multiple treatments when the outcome is binary. This paper uses two unique sets of simulations to propose and evaluate the use of Bayesian Additive Regression Trees…

Methodology · Statistics 2020-01-22 Liangyuan Hu , Chenyang Gu , Michael Lopez , Jiayi Ji , Juan Wisnivesky