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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

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

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

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…

In many longitudinal studies, the covariate and response are often intermittently observed at irregular, mismatched and subject-specific times. How to deal with such data when covariate and response are observed asynchronously is an often…

Methodology · Statistics 2021-08-27 Hao Ran , Yang Bai

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

Bayesian Additive Regression Trees (BART) is a powerful statistical model that leverages the strengths of Bayesian inference and regression trees. It has received significant attention for capturing complex non-linear relationships and…

Machine Learning · Statistics 2026-04-01 Seokhun Park , Insung Kong , Yongdai Kim

Bayes additive regression trees(BART) is a nonparametric regression model which has gained wide-spread popularity in recent years due to its flexibility and high accuracy of estimation. Soft BART,one variation of BART,improves both…

Machine Learning · Statistics 2023-10-24 Hao Ran , Yang Bai

Bayesian additive regression trees (BART) are popular Bayesian ensemble models used in regression and classification analysis. Under this modeling framework, the regression function is approximated by an ensemble of decision trees,…

Computation · Statistics 2025-11-26 Marco Battiston , Yu Luo

This article proposes a novel framework that integrates Bayesian Additive Regression Trees (BART) into a Factor-Augmented Vector Autoregressive (FAVAR) model to forecast macro-financial variables and examine asymmetries in the transmission…

Econometrics · Economics 2025-06-16 Sofia Velasco

General circulation models (GCMs) are essential tools for climate studies. Such climate models may have varying accuracy across the input domain, but no model is uniformly best. One can improve climate model prediction performance by…

Methodology · Statistics 2026-01-27 John C. Yannotty , Thomas J. Santner , Bo Li , Matthew T. Pratola

This paper introduces a generalized ps-BART model for the estimation of Average Treatment Effect (ATE) and Conditional Average Treatment Effect (CATE) in continuous treatments, addressing limitations of the Bayesian Causal Forest (BCF)…

Machine Learning · Statistics 2024-09-11 Hugo Gobato Souto , Francisco Louzada Neto

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

We perform Bayesian optimization using a Gaussian process perspective on Bayesian Additive Regression Trees (BART). Our BART Kernel (BARK) uses tree agreement to define a posterior over piecewise-constant functions, and we explore the space…

Machine Learning · Computer Science 2025-06-09 Toby Boyne , Jose Pablo Folch , Robert M Lee , Behrang Shafei , Ruth Misener

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

In modern computer experiment applications, one often encounters the situation where various models of a physical system are considered, each implemented as a simulator on a computer. An important question in such a setting is determining…

Methodology · Statistics 2023-05-08 John C. Yannotty , Thomas J. Santner , Richard J. Furnstahl , Matthew T. Pratola

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

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

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

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