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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 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

Inverse Uncertainty Quantification (UQ) is a process to quantify the uncertainties in random input parameters while achieving consistency between code simulations and physical observations. In this paper, we performed inverse UQ using an…

Applications · Statistics 2018-06-22 Xu Wu , Tomasz Kozlowski , Hadi Meidani , Koroush Shirvan

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

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

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

BCART (Bayesian Classification and Regression Trees) and BART (Bayesian Additive Regression Trees) are popular Bayesian regression models widely applicable in modern regression problems. Their popularity is intimately tied to the ability to…

Methodology · Statistics 2023-05-19 Matthew T. Pratola , Edward I. George , Robert E. McCulloch

We consider an unknown multivariate function representing a system-such as a complex numerical simulator-taking both deterministic and uncertain inputs. Our objective is to estimate the set of deterministic inputs leading to outputs whose…

Machine Learning · Statistics 2024-12-09 Romain Ait Abdelmalek-Lomenech , Julien Bect , Vincent Chabridon , Emmanuel Vazquez

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

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

We incorporate heteroskedasticity into Bayesian Additive Regression Trees (BART) by modeling the log of the error variance parameter as a linear function of prespecified covariates. Under this scheme, the Gibbs sampling procedure for the…

Methodology · Statistics 2014-02-24 Justin Bleich , Adam Kapelner

Distribution regression, where the goal is to predict a scalar response from a distribution-valued predictor, arises naturally in settings where observations are grouped and outcomes depend on group-level characteristics rather than on…

Methodology · Statistics 2026-03-09 Antonio R. Linero , Soumyabrata Bose , Jared Murray

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

Bayesian methods are particularly effective for addressing inverse problems due to their ability to manage uncertainties inherent in the inference process. However, employing these methods with costly forward models poses significant…

Computational Engineering, Finance, and Science · Computer Science 2025-10-30 G. Robalo Rei , C. P. Schmidt , J. Nitzler , M. Dinkel , W. A. Wall

A Bayesian network is a widely used probabilistic graphical model with applications in knowledge discovery and prediction. Learning a Bayesian network (BN) from data can be cast as an optimization problem using the well-known…

Artificial Intelligence · Computer Science 2020-09-01 Zhenyu A. Liao , Charupriya Sharma , James Cussens , Peter van Beek

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

Most implementations of Bayesian additive regression trees (BART) one-hot encode categorical predictors, replacing each one with several binary indicators, one for every level or category. Regression trees built with these indicators…

Methodology · Statistics 2024-08-14 Sameer K. Deshpande

We consider the task of discovering gene regulatory networks, which are defined as sets of genes and the corresponding transcription factors which regulate their expression levels. This can be viewed as a variable selection problem,…

Methodology · Statistics 2014-12-04 Justin Bleich , Adam Kapelner , Edward I. George , Shane T. Jensen

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

Automatic cubatures approximate multidimensional integrals to user-specified error tolerances. For high dimensional problems, it makes sense to fix the sampling density but determine the sample size, $n$, automatically. Bayesian cubature…

Numerical Analysis · Mathematics 2021-02-16 R. Jagadeeswaran , Fred J. Hickernell
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