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Bayesian regression trees are flexible non-parametric models that are well suited to many modern statistical regression problems. Many such tree models have been proposed, from the simple single- tree model to more complex tree ensembles.…

Computation · Statistics 2013-12-09 M. T. Pratola

Variable selection remains a fundamental challenge in statistics, especially in nonparametric settings where model complexity can obscure interpretability. Bayesian tree ensembles, particularly the popular Bayesian additive regression trees…

Methodology · Statistics 2025-09-10 Shengbin Ye , Meng Li

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…

Machine Learning · Statistics 2024-09-10 Hugo Gobato Souto , Francisco Louzada Neto

Classification and Regression Trees (CARTs) are off-the-shelf techniques in modern Statistics and Machine Learning. CARTs are traditionally built by means of a greedy procedure, sequentially deciding the splitting predictor variable(s) and…

Machine Learning · Statistics 2021-10-25 Rafael Blanquero , Emilio Carrizosa , Cristina Molero-Río , Dolores Romero Morales

Gradient boosted trees are competition-winning, general-purpose, non-parametric regressors, which exploit sequential model fitting and gradient descent to minimize a specific loss function. The most popular implementations are tailored to…

Machine Learning · Computer Science 2022-08-23 Lorenzo Nespoli , Vasco Medici

Random Forests have been one of the most popular bagging methods in the past few decades, especially due to their success at handling tabular datasets. They have been extensively studied and compared to boosting models, like XGBoost, which…

Machine Learning · Computer Science 2024-10-28 Dimitris Bertsimas , Vasiliki Stoumpou

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

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

Dealing with missing data poses significant challenges in predictive analysis, often leading to biased conclusions when oversimplified assumptions about the missing data process are made. In cases where the data are missing not at random…

Methodology · Statistics 2024-12-20 Yong Chen Goh , Wuu Kuang Soh , Andrew C. Parnell , Keefe Murphy

In cancer epidemiology, the \emph{relative survival framework} is used to quantify the hazard associated with cancer by comparing the all-cause mortality hazard in cancer patients to that of the general population. This framework assumes…

Applications · Statistics 2024-11-05 Piyali Basak , Antonio R. Linero , Camille Maringe , F. Javier Rubio

Popular parametric and semiparametric hazards regression models for clustered survival data are inappropriate and inadequate when the unknown effects of different covariates and clustering are complex. This calls for a flexible modeling…

Applications · Statistics 2021-03-16 Piyali Basak , Antonio R. Linero , Debajyoti SInha , Stuart Lipsitz

Bayesian Additive Regression Trees [BART, Chipman et al., 2010] have gained significant popularity due to their remarkable predictive performance and ability to quantify uncertainty. However, standard decision tree models rely on recursive…

Machine Learning · Statistics 2025-01-20 Stamatina Lamprinakou , Huiyan Sang , Bledar A. Konomi , Ligang Lu

There is growing interest in estimating and analyzing heterogeneous treatment effects in experimental and observational studies. We describe a number of meta-algorithms that can take advantage of any supervised learning or regression method…

Statistics Theory · Mathematics 2019-06-18 Sören R. Künzel , Jasjeet S. Sekhon , Peter J. Bickel , Bin Yu

Decision trees are powerful machine learning algorithms, widely used in fields such as economics and medicine for their simplicity and interpretability. However, decision trees such as CART are prone to overfitting, especially when grown…

Machine Learning · Statistics 2026-01-13 Likun Zhang , Wei Ma

Contextual bandits are a core technology for personalized mobile health interventions, where decision-making requires adapting to complex, non-linear user behaviors. While Thompson Sampling (TS) is a preferred strategy for these problems,…

Machine Learning · Statistics 2026-02-10 Ruizhe Deng , Bibhas Chakraborty , Ran Chen , Yan Shuo Tan

The ratio of two densities provides a direct characterization of their differences. We consider the two-sample comparison problem by estimating this ratio given i.i.d. observations from two distributions. To this end, we propose additive…

Methodology · Statistics 2026-04-23 Naoki Awaya , Yuliang Xu , Li Ma

Methods for estimating heterogeneous treatment effect in observational data have largely focused on continuous or binary outcomes, and have been relatively less vetted with survival outcomes. Using flexible machine learning methods in the…

Applications · Statistics 2021-07-09 Liangyuan Hu , Jiayi Ji , Fan Li

In light of widespread evidence of parameter instability in macroeconomic models, many time-varying parameter (TVP) models have been proposed. This paper proposes a nonparametric TVP-VAR model using Bayesian additive regression trees (BART)…

Econometrics · Economics 2023-05-08 Niko Hauzenberger , Florian Huber , Gary Koop , James Mitchell

Neural networks have proved to be very robust at processing unstructured data like images, text, videos, and audio. However, it has been observed that their performance is not up to the mark in tabular data; hence tree-based models are…

Machine Learning · Computer Science 2022-04-25 Tushar Sarkar

This paper presents a novel approach to enhance the Binary-Addition-Tree algorithm (BAT) by integrating incremental learning techniques. BAT, known for its simplicity in development, implementation, and application, is a powerful implicit…

Machine Learning · Computer Science 2024-09-25 Wei-Chang Yeh
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