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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

Bayesian Additive Regression Trees (BART) has gained widespread popularity, inspiring numerous extensions across diverse applications. However, relatively little attention has been given to modeling dependent data. To fill this gap, we…

Methodology · Statistics 2025-09-17 Xuetao Lu a , Robert E. McCulloch

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

Prior work has shown that combining bootstrap imputation with tree-based machine learning variable selection methods can provide good performances achievable on fully observed data when covariate and outcome data are missing at random…

Methodology · Statistics 2022-04-14 Jung-Yi Joyce Lin , Liangyuan Hu , Chuyue Huang , Steven Lawrence , Usha Govindarajulu

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

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…

Machine Learning · Statistics 2021-06-04 Jingyu He , P. Richard Hahn

This paper introduces Type 2 Tobit Bayesian Additive Regression Trees (TOBART-2). BART can produce accurate individual-specific treatment effect estimates. However, in practice estimates are often biased by sample selection. We extend the…

Econometrics · Economics 2025-11-04 Eoghan O'Neill

Within Bayesian nonparametrics, dependent Dirichlet process mixture models provide a highly flexible approach for conducting inference about the conditional density function. However, several formulations of this class make either rather…

Methodology · Statistics 2024-05-14 María Xosé Rodríguez-Álvarez , Vanda Inácio , Nadja Klein

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

We develop Bayesian models for density regression with emphasis on discrete outcomes. The problem of density regression is approached by considering methods for multivariate density estimation of mixed scale variables, and obtaining…

Methodology · Statistics 2019-08-14 Georgios Papageorgiou

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

Many asymptotically minimax procedures for function estimation often rely on somewhat arbitrary and restrictive assumptions such as isotropy or spatial homogeneity. This work enhances the theoretical understanding of Bayesian additive…

Statistics Theory · Mathematics 2023-12-05 Seonghyun Jeong , Veronika Rockova

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…

Machine Learning · Computer Science 2021-09-14 Nariman L. Dehghani , Soroush Zamanian , Abdollah Shafieezadeh

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…

Methodology · Statistics 2025-10-10 Soham Ghosh , Saloni Bhogale , Sameer K. Deshpande

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 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

Feature engineering plays a critical role in handling hyperspectral data and is essential for identifying key wavelengths in food fraud detection. This study employs Bayesian Additive Regression Trees (BART), a flexible machine learning…

Applications · Statistics 2025-10-20 Mengxiang Zhu , Riccardo Rastelli

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 propose a novel "tree-averaging" model that utilizes the ensemble of classification and regression trees (CART). Each constituent tree is estimated with a subset of similar data. We treat this grouping of subsets as Bayesian ensemble…

Machine Learning · Statistics 2014-08-20 Leo L. Duan , John P. Clancy , Rhonda D. Szczesniak

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
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