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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

This paper develops a performant Bayesian approach to conditional average treatment effect (CATE) estimation in regression discontinuity designs (RDD), an increasingly prevalent form of quasi-experiment that facilitates causal inference.…

Methodology · Statistics 2026-05-18 Rafael Alcantara , P. Richard Hahn , Hedibert F. Lopes

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

Bayesian Additive Regression Trees (BART) is a statistical sum of trees model. It can be considered a Bayesian version of machine learning tree ensemble methods where the individual trees are the base learners. However for data sets where…

The Bayesian additive regression trees (BART) model is an ensemble method extensively and successfully used in regression tasks due to its consistently strong predictive performance and its ability to quantify uncertainty. BART combines…

Methodology · Statistics 2023-09-18 Mateus Maia , Keefe Murphy , Andrew C. Parnell

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

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

Individualized treatment rules (ITR) can improve health outcomes by recognizing that patients may respond differently to treatment and assigning therapy with the most desirable predicted outcome for each individual. Flexible and efficient…

Methodology · Statistics 2017-09-25 Brent R. Logan , Rodney Sparapani , Robert E. McCulloch , Purushottam W. Laud

Variable selection is an important statistical problem. This problem becomes more challenging when the candidate predictors are of mixed type (e.g. continuous and binary) and impact the response variable in nonlinear and/or non-additive…

Methodology · Statistics 2021-12-30 Chuji Luo , Michael J. Daniels

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

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

Bayesian additive regression trees (BART) is a non-parametric method to approximate functions. It is a black-box method based on the sum of many trees where priors are used to regularize inference, mainly by restricting trees' learning…

Computation · Statistics 2023-08-16 Miriana Quiroga , Pablo G Garay , Juan M. Alonso , Juan Martin Loyola , Osvaldo A Martin

Bayesian additive regression tree (BART) models have seen increased attention in recent years as a general-purpose nonparametric modeling technique. BART combines the flexibility of modern machine learning techniques with the principled…

Methodology · Statistics 2022-11-01 Antonio R. Linero

Bayesian Additive Regression Trees (BART) is a powerful statistical model that leverages the strengths of Bayesian inference and regression trees. It has received significant attention for capturing complex non-linear relationships and…

Machine Learning · Statistics 2026-04-01 Seokhun Park , Insung Kong , Yongdai Kim

Bayesian additive regression trees (BART) (Chipman et. al., 2010) is a powerful predictive model that often outperforms alternative models at out-of-sample prediction. BART is especially well-suited to settings with unstructured predictor…

Machine Learning · Statistics 2019-03-15 Jingyu He , Saar Yalov , P. Richard Hahn

Healthcare decision-making often requires selecting among treatment options under budget constraints, particularly when one option is more effective but also more costly. Cost-effectiveness analysis (CEA) provides a framework for evaluating…

Econometrics · Economics 2025-07-29 Jonas Esser , Mateus Maia , Judith Bosmans , Johanna van Dongen

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

Vector autoregressive (VAR) models assume linearity between the endogenous variables and their lags. This assumption might be overly restrictive and could have a deleterious impact on forecasting accuracy. As a solution, we propose…

Econometrics · Economics 2021-03-10 Florian Huber , Luca Rossini

Most clinical trials involve the comparison of a new treatment to a control arm (e.g., the standard of care) and the estimation of a treatment effect. External data, including historical clinical trial data and real-world observational…

Methodology · Statistics 2021-03-17 Tianjian Zhou , Yuan Ji

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…

Methodology · Statistics 2018-07-02 Bonifride Tuyishimire , Brent R Logan , Purushottam W Laud