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The linear varying coefficient models posits a linear relationship between an outcome and covariates in which the covariate effects are modeled as functions of additional effect modifiers. Despite a long history of study and use in…

Methodology · Statistics 2024-09-26 Sameer K. Deshpande , Ray Bai , Cecilia Balocchi , Jennifer E. Starling , Jordan Weiss

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

In recent years, theoretical results and simulation evidence have shown Bayesian additive regression trees to be a highly-effective method for nonparametric regression. Motivated by cost-effectiveness analyses in health economics, where…

Medical prediction applications often need to deal with small sample sizes compared to the number of covariates. Such data pose problems for prediction and variable selection, especially when the covariate-response relationship is…

Machine Learning · Statistics 2024-11-05 Jeroen M. Goedhart , Thomas Klausch , Jurriaan Janssen , Mark A. van de Wiel

Ensemble learning is a statistical paradigm built on the premise that many weak learners can perform exceptionally well when deployed collectively. The BART method of Chipman et al. (2010) is a prominent example of Bayesian ensemble…

Machine Learning · Statistics 2018-10-08 Veronika Rockova , Enakshi Saha

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

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

We develop a semiparametric framework for inference on the mean response in missing-data settings using a corrected posterior distribution. Our approach is tailored to Bayesian Additive Regression Trees (BART), which is a powerful…

Methodology · Statistics 2025-10-21 Christoph Breunig , Ruixuan Liu , Zhengfei Yu

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

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

Scaling regression to large datasets is a common problem in many application areas. We propose a two step approach to scaling regression to large datasets. Using a regression tree (CART) to segment the large dataset constitutes the first…

Machine Learning · Statistics 2017-07-26 Rajiv Sambasivan , Sourish Das

Bayesian additive regression trees (BART) is a regression technique developed by Chipman et al. (2008). Its usefulness in standard regression settings has been clearly demonstrated, but it has not been applied to time series analysis as…

Applications · Statistics 2018-04-06 Sean van der Merwe

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

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

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

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

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

Precision medicine is an emerging field that takes into account individual heterogeneity to inform better clinical practice. In clinical trials, the evaluation of treatment effect heterogeneity is an important component, and recently, many…

Methodology · Statistics 2023-02-24 Yuejia Xu , Angela M. Wood , Brian D. M. Tom

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

Frequentist and Bayesian methods differ in many aspects, but share some basic optimal properties. In real-life classification and regression problems, situations exist in which a model based on one of the methods is preferable based on some…

Methodology · Statistics 2023-08-29 Tanujit Chakraborty , Gauri Kamat , Ashis Kumar Chakraborty