English
Related papers

Related papers: Density Regression with Bayesian Additive Regressi…

200 papers

This work affords new insights into Bayesian CART in the context of structured wavelet shrinkage. The main thrust is to develop a formal inferential framework for Bayesian tree-based regression. We reframe Bayesian CART as a g-type prior…

Statistics Theory · Mathematics 2021-05-25 Ismael Castillo , Veronika Rockova

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

A common objective in the analysis of tabular data is estimating the conditional distribution (in contrast to only producing predictions) of a set of "outcome" variables given a set of "covariates", which is sometimes referred to as the…

Machine Learning · Statistics 2024-10-08 Zhuoqun Wang , Naoki Awaya , Li Ma

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

Decision trees are powerful for predictive modeling but often suffer from high variance when modeling continuous relationships. While algorithms like Multivariate Adaptive Regression Splines (MARS) excel at capturing such continuous…

Machine Learning · Statistics 2024-10-10 William Pattie , Arvind Krishna

Non-linear latent variable models have become increasingly popular in a variety of applications. However, there has been little study on theoretical properties of these models. In this article, we study rates of posterior contraction in…

Statistics Theory · Mathematics 2011-09-26 Debdeep Pati , Anirban Bhattacharya , David B. Dunson

Studying the association between mixtures of environmental exposures and health outcomes can be challenging due to issues such as correlation among the exposures and non-linearities or interactions in the exposure-response function. For…

Applications · Statistics 2024-11-15 Jacob Englert , Stefanie Ebelt , Howard Chang

Some applied researchers hesitate to use nonparametric methods, worrying that they will lose power in small samples or overfit the data when simpler models are sufficient. We argue that at least some of these concerns are unfounded when…

Methodology · Statistics 2026-03-16 Antonio R. Linero

This research aims to propose and evaluate a novel model named K-Fold Causal Bayesian Additive Regression Trees (K-Fold Causal BART) for improved estimation of Average Treatment Effects (ATE) and Conditional Average Treatment Effects…

Machine Learning · Statistics 2024-09-10 Hugo Gobato Souto , Francisco Louzada Neto

Examples of "doubly robust" estimator for missing data include augmented inverse probability weighting (AIPWT) models (Robins et al., 1994) and penalized splines of propensity prediction (PSPP) models (Zhang and Little, 2009). Doubly-robust…

Applications · Statistics 2025-09-16 Yaoyuan V. Tan , Carol A. C. Flannagan , Michael R. Elliott

Contextual bandits are a core technology for personalized mobile health interventions, where decision-making requires adapting to complex, non-linear user behaviors. While Thompson Sampling (TS) is a preferred strategy for these problems,…

Machine Learning · Statistics 2026-02-10 Ruizhe Deng , Bibhas Chakraborty , Ran Chen , Yan Shuo Tan

Although there is a rapidly growing literature on dynamic connectivity methods, the primary focus has been on separate network estimation for each individual, which fails to leverage common patterns of information. We propose novel…

Methodology · Statistics 2021-01-15 Suprateek Kundu , Jin Ming , Joe Nocera , Keith M. McGregor

A framework is proposed that addresses both conditional density estimation and latent variable discovery. The objective function maximizes explanation of variability in the data, achieved through the optimal transport barycenter generalized…

Optimization and Control · Mathematics 2026-02-18 Hongkang Yang , Esteban G. Tabak

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…

Machine Learning · Statistics 2025-01-20 Stamatina Lamprinakou , Huiyan Sang , Bledar A. Konomi , Ligang Lu

We propose a Machine Learning approach for optimal macroeconomic density forecasting in a high-dimensional setting where the underlying model exhibits a known group structure. Our approach is general enough to encompass specific forecasting…

Econometrics · Economics 2024-11-18 Matteo Mogliani , Anna Simoni

Alcohol Use Disorder (AUD) treatment presents high individual-level heterogeneity, with outcomes ranging from complete abstinence to persistent heavy drinking. This variability-driven by complex behavioral, social, and environmental…

We present a structured additive regression approach to model conditional densities given scalar covariates, where only samples of the conditional distributions are observed. This links our approach to distributional regression models for…

Methodology · Statistics 2025-10-17 Eva-Maria Maier , Alexander Fottner , Sonja Greven , Almond Stöcker

In longitudinal observational studies with time-to-event outcomes, a common objective in causal analysis is to estimate the causal survival curve under hypothetical intervention scenarios. The g-formula is a useful tool for this analysis.…

Methodology · Statistics 2025-04-14 Xinyuan Chen , Liangyuan Hu , Fan Li

We propose a flexible Bayesian approach for estimating the joint density of a multivariate outcome of interest in the presence of categorical covariates. Leveraging a Gaussian copula framework, our method effectively captures the dependence…

Methodology · Statistics 2026-04-10 Giovanni Toto , Peter Müller , Abhra Sarkar

Two key challenges in modern statistical applications are the large amount of information recorded per individual, and that such data are often not collected all at once but in batches. These batch effects can be complex, causing…

Applications · Statistics 2019-05-21 Alejandra Avalos-Pacheco , David Rossell , Richard S. Savage