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Linear model trees are regression trees that incorporate linear models in the leaf nodes. This preserves the intuitive interpretation of decision trees and at the same time enables them to better capture linear relationships, which is hard…
Pair-copula Bayesian networks (PCBNs) are a novel class of multivariate statistical models, which combine the distributional flexibility of pair-copula constructions (PCCs) with the parsimony of conditional independence models associated…
Data mining and machine learning techniques such as classification and regression trees (CART) represent a promising alternative to conventional logistic regression for propensity score estimation. Whereas incomplete data preclude the…
Generative Bayesian Filtering (GBF) provides a powerful and flexible framework for performing posterior inference in complex nonlinear and non-Gaussian state-space models. Our approach extends Generative Bayesian Computation (GBC) to…
This research aims to propose and evaluate a novel model named K-Fold Causal Bayesian Additive Regression Trees (K-Fold Causal BART) for improved estimation of Average Treatment Effects (ATE) and Conditional Average Treatment Effects…
Based on decision trees, many fields have arguably made tremendous progress in recent years. In simple words, decision trees use the strategy of "divide-and-conquer" to divide the complex problem on the dependency between input features and…
Model-based trees are used to find subgroups in data which differ with respect to model parameters. In some applications it is natural to keep some parameters fixed globally for all observations while asking if and how other parameters vary…
In multivariate data analysis, it is often important to estimate a graph characterizing dependence among (p) variables. A popular strategy uses the non-zero entries in a (p\times p) covariance or precision matrix, typically requiring…
In this article, we introduce the BNPqte R package which implements the Bayesian nonparametric approach of Xu, Daniels and Winterstein (2018) for estimating quantile treatment effects in observational studies. This approach provides…
We propose an adaptive independent Metropolis--Hastings algorithm with the ability to learn from all previous proposals in the chain except the current location. It is an extension of the independent Metropolis--Hastings algorithm.…
Restricted Boltzmann Machines (RBM) are bi-layer neural networks used for the unsupervised learning of model distributions from data. The bipartite architecture of RBM naturally defines an elegant sampling procedure, called Alternating…
Bayesian inference for graphical models has received much attention in the literature in recent years. It is well known that when the graph G is decomposable, Bayesian inference is significantly more tractable than in the general…
Understanding human behavior in urban environments is a crucial field within city sciences. However, collecting accurate behavioral data, particularly in newly developed areas, poses significant challenges. Recent advances in generative…
Hierarchical Bayesian Poisson regression models (HBPRMs) provide a flexible modeling approach of the relationship between predictors and count response variables. The applications of HBPRMs to large-scale datasets require efficient…
Decision trees with binary splits are popularly constructed using Classification and Regression Trees (CART) methodology. For binary classification and regression models, this approach recursively divides the data into two near-homogenous…
The Gradient Boosted Tree (GBT) algorithm is one of the most popular machine learning algorithms used in production, for tasks that include Click-Through Rate (CTR) prediction and learning-to-rank. To deal with the massive datasets…
Boosting Trees are one of the most successful statistical learning approaches that involve sequentially growing an ensemble of simple regression trees (i.e., "weak learners"). However, gradient boosted trees are not yet available for…
We develop a novel advanced Particle Markov chain Monte Carlo algorithm that is capable of sampling from the posterior distribution of non-linear state space models for both the unobserved latent states and the unknown model parameters. We…
We consider the Bayesian estimation of the parameters of a finite mixture model from independent order statistics arising from imperfect ranked set sampling designs. As a cost-effective method, ranked set sampling enables us to incorporate…
Staged trees are a relatively recent class of probabilistic graphical models that extend Bayesian networks to formally and graphically account for non-symmetric patterns of dependence. Machine learning algorithms to learn them from data…