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This paper introduces Type 2 Tobit Bayesian Additive Regression Trees (TOBART-2). BART can produce accurate individual-specific treatment effect estimates. However, in practice estimates are often biased by sample selection. We extend the…

Econometrics · Economics 2025-11-04 Eoghan O'Neill

We present a Bayesian approach to model cohort-level retention rates and revenue over time. We use Bayesian additive regression trees (BART) to model the retention component which we couple with a linear model for the revenue component.…

Applications · Statistics 2025-04-24 Juan Camilo Orduz

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…

Methodology · Statistics 2021-12-24 Vittorio Orlandi , Jared Murray , Antonio Linero , Alexander Volfovsky

Individualized treatment rules tailor treatments to patients based on clinical, demographic, and other characteristics. Estimation of individualized treatment rules requires the identification of individuals who benefit most from the…

Methodology · Statistics 2024-06-06 Junwei Shen , Erica E. M. Moodie , Shirin Golchi

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

Additive regression trees are flexible non-parametric models and popular off-the-shelf tools for real-world non-linear regression. In application domains, such as bioinformatics, where there is also demand for probabilistic predictions with…

Machine Learning · Statistics 2015-02-17 Balaji Lakshminarayanan , Daniel M. Roy , Yee Whye Teh

Randomized controlled trials (RCTs) frequently utilize covariate-adaptive randomization (CAR) (e.g., stratified block randomization) and commonly suffer from imperfect compliance. This paper studies the identification and inference for the…

Econometrics · Economics 2025-05-02 Federico A. Bugni , Mengsi Gao , Filip Obradovic , Amilcar Velez

We present a new package in R implementing Bayesian additive regression trees (BART). The package introduces many new features for data analysis using BART such as variable selection, interaction detection, model diagnostic plots,…

Machine Learning · Statistics 2014-11-25 Adam Kapelner , Justin Bleich

Item Response Theory (IRT) is a ubiquitous model for understanding human behaviors and attitudes based on their responses to questions. Large modern datasets offer opportunities to capture more nuances in human behavior, potentially…

Machine Learning · Computer Science 2022-07-29 Mike Wu , Richard L. Davis , Benjamin W. Domingue , Chris Piech , Noah Goodman

The study of dependence between random variables under external influences is a challenging problem in multivariate analysis. We address this by proposing a novel semi-parametric approach for conditional copula models using Bayesian…

Methodology · Statistics 2026-03-11 Tathagata Basu , Fabrizio Leisen , Cristiano Villa , Kevin Wilson

Randomized trials typically estimate average relative treatment effects, but decisions on the benefit of a treatment are possibly better informed by more individualized predictions of the absolute treatment effect. In case of a binary…

Methodology · Statistics 2021-08-20 J Hoogland , J IntHout , M Belias , MM Rovers , RD Riley , FE Harrell , KGM Moons , TPA Debray , JB Reitsma

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

Personalized decision-making, tailored to individual characteristics, is gaining significant attention. The optimal treatment regime aims to provide the best-expected outcome in the entire population, known as the value function. One…

Methodology · Statistics 2024-05-28 Yuwen Cheng , Shu Yang

The effects of treatments are often heterogeneous, depending on the observable characteristics, and it is necessary to exploit such heterogeneity to devise individualized treatment rules (ITRs). Existing estimation methods of such ITRs…

Econometrics · Economics 2022-08-09 Daido Kido

Treatment effect heterogeneity refers to the systematic variation in treatment effects across subgroups. There is an increasing need for clinical trials that aim to investigate treatment effect heterogeneity and estimate subgroup-specific…

Methodology · Statistics 2026-03-06 Xianglin Zhao , Shirin Golchi , Jean-Philippe Gouin , Kaberi Dasgupta

A core component of precision medicine research involves optimizing individualized treatment rules (ITRs) based on patient characteristics. Many studies used to estimate ITRs are longitudinal in nature, collecting outcomes over time. Yet,…

Methodology · Statistics 2024-05-29 Lanqiu Yao , Thaddeus Tarpey

We introduce Bayesian additive regression trees (BART) for log-linear models including multinomial logistic regression and count regression with zero-inflation and overdispersion. BART has been applied to nonparametric mean regression and…

Methodology · Statistics 2019-08-28 Jared S. Murray

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…

Applications · Statistics 2025-09-16 Yaoyuan Vincent Tan , Carol A. C. Flannagan , Michael R. Elliott

Epidemiological approaches for examining human health responses to environmental exposures in observational studies often control for confounding by implementing clever matching schemes and using statistical methods based on conditional…

Methodology · Statistics 2025-02-21 Jacob Englert , Stefanie Ebelt , Howard Chang

Treatment effect heterogeneity occurs when individual characteristics influence the effect of a treatment. We propose a novel approach that combines prognostic score matching and conditional inference trees to characterize effect…