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We introduce Bayesian additive regression trees (BART) for log-linear models including multinomial logistic regression and count regression with zero-inflation and overdispersion. BART has been applied to nonparametric mean regression and…

Methodology · Statistics 2019-08-28 Jared S. Murray

For the discovery of regression relationships between Y and a large set of p potential predictors x 1 , . . . , x p , the flexible nonparametric nature of BART (Bayesian Additive Regression Trees) allows for a much richer set of…

Other Statistics · Statistics 2021-10-11 Hugh A. Chipman , Edward I. George , Robert E. McCulloch , Thomas S. Shively

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

Additive regression trees are flexible non-parametric models and popular off-the-shelf tools for real-world non-linear regression. In application domains, such as bioinformatics, where there is also demand for probabilistic predictions with…

Machine Learning · Statistics 2015-02-17 Balaji Lakshminarayanan , Daniel M. Roy , Yee Whye Teh

We present a Bayesian nonparametric model for conditional distribution estimation using Bayesian additive regression trees (BART). The generative model we use is based on rejection sampling from a base model. Typical of BART models, our…

Methodology · Statistics 2022-02-02 Yinpu Li , Antonio R. Linero , Jared S. Murray

Flexibly modeling how an entire density changes with covariates is an important but challenging generalization of mean and quantile regression. While existing methods for density regression primarily consist of covariate-dependent discrete…

Methodology · Statistics 2021-12-24 Vittorio Orlandi , Jared Murray , Antonio Linero , Alexander Volfovsky

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

Motivated by the remarkable success of Bayesian additive regression trees (BART) in regression modelling, we propose a novel nonparametric Bayesian method, termed Functional BART (FBART), tailored specifically for function-on-scalar…

Methodology · Statistics 2025-06-03 Jiahao Cao , Shiyuan He , Bohai Zhang

In the era of precision medicine, genome-wide epigenetic modifications offer rich data that could inform risk prediction. However, these data are high-dimensional and exhibit complex dependence structures, which makes it difficult to…

Applications · Statistics 2026-05-25 Saurabh Bhandari , Parveen Bhatti , Brian C. -H. Chiu , Yuan Ji

Current implementations of Bayesian Additive Regression Trees (BART) are based on axis-aligned decision rules that recursively partition the feature space using a single feature at a time. Several authors have demonstrated that oblique…

Machine Learning · Statistics 2024-11-14 Paul-Hieu V. Nguyen , Ryan Yee , Sameer K. Deshpande

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

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

Using ensemble methods for regression has been a large success in obtaining high-accuracy prediction. Examples are Bagging, Random forest, Boosting, BART (Bayesian additive regression tree), and their variants. In this paper, we propose a…

Machine Learning · Computer Science 2019-11-06 Yuhao Su , Jie Ding

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

In this paper we develop the randomized Sharded Bayesian Additive Regression Trees (SBT) model. We introduce a randomization auxiliary variable and a sharding tree to decide partitioning of data, and fit each partition component to a…

Machine Learning · Statistics 2023-06-02 Hengrui Luo , Matthew T. Pratola

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…

Methodology · Statistics 2025-09-10 Shuren He , Huiyan Sang , Quan Zhou

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

Bayesian additive regression trees have seen increased interest in recent years due to their ability to combine machine learning techniques with principled uncertainty quantification. The Bayesian backfitting algorithm used to fit BART…

Machine Learning · Statistics 2022-02-22 Antonio R. Linero

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

Vector autoregressive (VAR) models assume linearity between the endogenous variables and their lags. This assumption might be overly restrictive and could have a deleterious impact on forecasting accuracy. As a solution, we propose…

Econometrics · Economics 2021-03-10 Florian Huber , Luca Rossini