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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

Additive models, such as produced by gradient boosting, and full interaction models, such as classification and regression trees (CART), are widely used algorithms that have been investigated largely in isolation. We show that these models…

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

Regression discontinuity designs (RDD) are widely used for causal inference. In many empirical applications, treatment effects vary substantially with covariates, and ignoring such heterogeneity can lead to misleading conclusions, which…

Methodology · Statistics 2026-03-05 Daisuke Kondo , Shonosuke Sugasawa

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

This article introduces BART with Targeted Smoothing, or tsBART, a new Bayesian tree-based model for nonparametric regression. The goal of tsBART is to introduce smoothness over a single target covariate t, while not necessarily requiring…

This article proposes a novel framework that integrates Bayesian Additive Regression Trees (BART) into a Factor-Augmented Vector Autoregressive (FAVAR) model to forecast macro-financial variables and examine asymmetries in the transmission…

Econometrics · Economics 2025-06-16 Sofia Velasco

Count-compositional data arise in many different fields, including high-throughput sequencing experiments, ecological surveys, and palaeoclimate studies, where a common, important goal is to understand how covariates relate to the observed…

Methodology · Statistics 2026-04-10 André F. B. Menezes , Andrew C. Parnell , Keefe Murphy

This paper introduces BART-RDD, a sum-of-trees regression model built around a novel regression tree prior, which incorporates the special covariate structure of regression discontinuity designs. Specifically, the tree splitting process is…

Methodology · Statistics 2024-07-22 Rafael Alcantara , Meijia Wang , P. Richard Hahn , Hedibert Lopes

The success of Bayesian inference with MCMC depends critically on Markov chains rapidly reaching the posterior distribution. Despite the plentitude of inferential theory for posteriors in Bayesian non-parametrics, convergence properties of…

Statistics Theory · Mathematics 2023-06-02 Jungeum Kim , Veronika Rockova

Estimation of individualized treatment effects (ITE), also known as conditional average treatment effects (CATE), is an active area of methodology development. However, much less attention has been paid to the quantification of uncertainty…

Methodology · Statistics 2025-04-08 Daijiro Kabata , Nicholas C. Henderson , Ravi Varadhan

We develop a Bayesian non-parametric quantile panel regression model. Within each quantile, the response function is a convex combination of a linear model and a non-linear function, which we approximate using Bayesian Additive Regression…

Econometrics · Economics 2021-10-08 Todd E. Clark , Florian Huber , Gary Koop , Massimiliano Marcellino , Michael Pfarrhofer

Using data collected on almost every 9-12 years old student in Uruguay, we show how to apply Bayesian Additive Regression Trees (BART) with random effects to study performance association with Learning Managment System (LMS) activity and…

Applications · Statistics 2025-07-09 Natalia da Silva , Bruno Tancredi , Ignacio Alvarez-Castro

Bayesian Causal Forests (BCF) is a causal inference machine learning model based on a highly flexible non-parametric regression and classification tool called Bayesian Additive Regression Trees (BART). Motivated by data from the Trends in…

Machine Learning · Statistics 2023-03-10 Nathan McJames , Andrew Parnell , Yong Chen Goh , Ann O'Shea

The multinomial probit Bayesian additive regression trees (MPBART) framework was proposed by Kindo et al. (KD), approximating the latent utilities in the multinomial probit (MNP) model with BART (Chipman et al. 2010). Compared to…

Methodology · Statistics 2022-08-16 Yizhen Xu , Joseph W. Hogan , Michael J. Daniels , Rami Kantor , Ann Mwangi

Multiple Additive Regression Trees (MART), an ensemble model of boosted regression trees, is known to deliver high prediction accuracy for diverse tasks, and it is widely used in practice. However, it suffers an issue which we call…

Machine Learning · Computer Science 2015-05-11 K. V. Rashmi , Ran Gilad-Bachrach

We propose a novel "tree-averaging" model that utilizes the ensemble of classification and regression trees (CART). Each constituent tree is estimated with a subset of similar data. We treat this grouping of subsets as Bayesian ensemble…

Machine Learning · Statistics 2014-08-20 Leo L. Duan , John P. Clancy , Rhonda D. Szczesniak

Machine learning models used in medical applications often face challenges due to the covariate shift, which occurs when there are discrepancies between the distributions of training and target data. This can lead to decreased predictive…

Machine Learning · Computer Science 2024-12-24 Mingyang Cai , Thomas Klausch , Mark A. van de Wiel

Flow network models can capture the underlying physics and operational constraints of many networked systems including the power grid and transportation and water networks. However, analyzing reliability of systems using computationally…

Machine Learning · Computer Science 2021-09-14 Nariman L. Dehghani , Soroush Zamanian , Abdollah Shafieezadeh

To achieve the goal of providing the best possible care to each patient, physicians need to customize treatments for patients with the same diagnosis, especially when treating diseases that can progress further and require additional…

Methodology · Statistics 2022-10-25 Xiao Li , Brent R Logan , S M Ferdous Hossain , Erica E M Moodie
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