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We present a novel prior for tree topology within Bayesian Additive Regression Trees (BART) models. This approach quantifies the hypothetical loss in information and the loss due to complexity associated with choosing the wrong tree…

Methodology · Statistics 2024-12-30 F. Serafini , F. Leisen , C. Villa , K. Wilson

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

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

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.…

Methodology · Statistics 2025-08-08 Ryan Yee , Soham Ghosh , Sameer K. Deshpande

The effectiveness of Bayesian Additive Regression Trees (BART) has been demonstrated in a variety of contexts including non-parametric regression and classification. A BART scheme for estimating the intensity of inhomogeneous Poisson…

Statistics Theory · Mathematics 2022-11-15 Stamatina Lamprinakou , Mauricio Barahona , Seth Flaxman , Sarah Filippi , Axel Gandy , Emma McCoy

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

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 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…

Methodology · Statistics 2025-12-01 Yongseok Hur , Joonhyuk Jung , Juhee Lee

We apply Bayesian Additive Regression Tree (BART) principles to training an ensemble of small neural networks for regression tasks. Using Markov Chain Monte Carlo, we sample from the posterior distribution of neural networks that have a…

Machine Learning · Statistics 2024-04-09 Danielle Van Boxel

Techniques to reduce the energy burden of an industrial ecosystem often require solving a multiobjective optimization problem. However, collecting experimental data can often be either expensive or time-consuming. In such cases, statistical…

Machine Learning · Computer Science 2021-09-07 Akira Horiguchi , Thomas J. Santner , Ying Sun , Matthew T. Pratola

Few methods in Bayesian non-parametric statistics/ machine learning have received as much attention as Bayesian Additive Regression Trees (BART). While BART is now routinely performed for prediction tasks, its theoretical properties began…

Statistics Theory · Mathematics 2019-05-10 Veronika Rockova

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,…

Machine Learning · Statistics 2014-11-25 Adam Kapelner , Justin Bleich

Bayesian Additive Regression Trees (BART) is a popular Bayesian non-parametric regression algorithm. The posterior is a distribution over sums of decision trees, and predictions are made by averaging approximate samples from the posterior.…

Machine Learning · Statistics 2022-10-19 Omer Ronen , Theo Saarinen , Yan Shuo Tan , James Duncan , Bin 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

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

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

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

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

We provide a new flexible framework for inference with the instrumental variable model. Rather than using linear specifications, functions characterizing the effects of instruments and other explanatory variables are estimated using machine…

Machine Learning · Statistics 2021-02-03 Robert E. McCulloch , Rodney A. Sparapani , Brent R. Logan , Purushottam W. Laud

Some applied researchers hesitate to use nonparametric methods, worrying that they will lose power in small samples or overfit the data when simpler models are sufficient. We argue that at least some of these concerns are unfounded when…

Methodology · Statistics 2026-03-16 Antonio R. Linero