Related papers: Accounting for shared covariates in semi-parametri…

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…

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…

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…

Popular parametric and semiparametric hazards regression models for clustered survival data are inappropriate and inadequate when the unknown effects of different covariates and clustering are complex. This calls for a flexible modeling…

Vector autoregression (VAR) models are widely used for forecasting and macroeconomic analysis, yet they remain limited by their reliance on a linear parameterization. Recent research has introduced nonparametric alternatives, such as…

This paper develops a novel stochastic tree ensemble method for nonlinear regression, which we refer to as XBART, short for Accelerated Bayesian Additive Regression Trees. By combining regularization and stochastic search strategies from…

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.…

By allowing the effects of $p$ covariates in a linear regression model to vary as functions of $R$ additional effect modifiers, varying-coefficient models (VCMs) strike a compelling balance between interpretable-but-rigid parametric models…

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.…

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)…

In light of widespread evidence of parameter instability in macroeconomic models, many time-varying parameter (TVP) models have been proposed. This paper proposes a nonparametric TVP-VAR model using Bayesian additive regression trees (BART)…

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…

This article proposes Multinomial Probit Bayesian Additive Regression Trees (MPBART) as a multinomial probit extension of BART - Bayesian Additive Regression Trees (Chipman et al (2010)). MPBART is flexible to allow inclusion of predictors…

Ensembles of decision trees are a useful tool for obtaining for obtaining flexible estimates of regression functions. Examples of these methods include gradient boosted decision trees, random forests, and Bayesian CART. Two potential…

We present Collaborative Trees, a novel tree model designed for regression prediction, along with its bagging version, which aims to analyze complex statistical associations between features and uncover potential patterns inherent in the…

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…

Data mining and machine learning techniques such as classification and regression trees (CART) represent a promising alternative to conventional logistic regression for propensity score estimation. Whereas incomplete data preclude the…

Flow network models can capture the underlying physics and operational constraints of many networked systems including the power grid and transportation and water networks. However, analyzing reliability of systems using computationally…

Decision trees with binary splits are popularly constructed using Classification and Regression Trees (CART) methodology. For binary classification and regression models, this approach recursively divides the data into two near-homogenous…

Multilabel Classification (MLC) deals with the simultaneous classification of multiple binary labels. The task is challenging because, not only may there be arbitrarily different and complex relationships between predictor variables and…