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Bayesian Additive Regression Trees (BART) has gained widespread popularity, inspiring numerous extensions across diverse applications. However, relatively little attention has been given to modeling dependent data. To fill this gap, we…
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…
Nonparametric regression models with locally stationary covariates have received increasing interest in recent years. As a nice relief of "curse of dimensionality" induced by large dimension of covariates, additive regression model is…
Alcohol Use Disorder (AUD) treatment presents high individual-level heterogeneity, with outcomes ranging from complete abstinence to persistent heavy drinking. This variability-driven by complex behavioral, social, and environmental…
Prior work has shown that combining bootstrap imputation with tree-based machine learning variable selection methods can provide good performances achievable on fully observed data when covariate and outcome data are missing at random…
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…
A recent trend in Bayesian research has been revisiting generalizations of the likelihood that enable Bayesian inference without requiring the specification of a model for the data generating mechanism. This paper focuses on a Bayesian…
Bayesian additive regression trees (BART) is a semi-parametric regression model offering state-of-the-art performance on out-of-sample prediction. Despite this success, standard implementations of BART typically provide inaccurate…
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…
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…
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…
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…
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,…
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.…
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 missing data issue is ubiquitous in health studies. Variable selection in the presence of both missing covariates and outcomes is an important statistical research topic but has been less studied. Existing literature focuses on…
Additive nonparametric regression models provide an attractive tool for variable selection in high dimensions when the relationship between the response and predictors is complex. They offer greater flexibility compared to parametric…
Despite their popularity, machine learning predictions are sensitive to potential unobserved predictors. This paper proposes a general algorithm that assesses how the omission of an unobserved variable with high explanatory power could…
Many asymptotically minimax procedures for function estimation often rely on somewhat arbitrary and restrictive assumptions such as isotropy or spatial homogeneity. This work enhances the theoretical understanding of Bayesian additive…
We propose a Bayesian nonparametric (BNP) approach to causal inference using observational data consisting of outcome, treatment, and a set of confounders. The conditional distribution of the outcome given treatment and confounders is…