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Approximate Bayesian inference for neural networks is considered a robust alternative to standard training, often providing good performance on out-of-distribution data. However, Bayesian neural networks (BNNs) with high-fidelity…

Machine Learning · Computer Science 2021-12-07 Pavel Izmailov , Patrick Nicholson , Sanae Lotfi , Andrew Gordon Wilson

Motivated by the Acute Respiratory Distress Syndrome Network (ARDSNetwork) ARDS respiratory management (ARMA) trial, we developed a flexible Bayesian machine learning approach to estimate the average causal effect and heterogeneous causal…

Applications · Statistics 2024-10-29 Xinyuan Chen , Michael O. Harhay , Guangyu Tong , Fan Li

This research proposes a flexible Bayesian extension of the composite Gaussian process (CGP) model of Ba and Joseph (2012) for predicting (stationary or) non-stationary $y(\mathbf{x})$. The CGP generalizes the regression plus stationary…

Methodology · Statistics 2019-06-27 Casey B. Davis , Christopher M. Hans , Thomas J. Santner

Regression models are used in a wide range of applications providing a powerful scientific tool for researchers from different fields. Linear, or simple parametric, models are often not sufficient to describe complex relationships between…

Machine Learning · Statistics 2021-11-24 Aliaksandr Hubin , Geir Storvik , Florian Frommlet

We develop a new Bayesian modelling framework for the class of higher-order, variable-memory Markov chains, and introduce an associated collection of methodological tools for exact inference with discrete time series. We show that a version…

This paper introduces BART-RDD, a sum-of-trees regression model built around a novel regression tree prior, which incorporates the special covariate structure of regression discontinuity designs. Specifically, the tree splitting process is…

Methodology · Statistics 2024-07-22 Rafael Alcantara , Meijia Wang , P. Richard Hahn , Hedibert Lopes

The availability of data sets with large numbers of variables is rapidly increasing. The effective application of Bayesian variable selection methods for regression with these data sets has proved difficult since available Markov chain…

Computation · Statistics 2019-05-08 Jim Griffin , Krys Latuszynski , Mark Steel

In this paper we utilize a survival analysis methodology incorporating Bayesian additive regression trees to account for nonlinear and additive covariate effects. We compare the performance of Bayesian additive regression trees, Cox…

Applications · Statistics 2019-11-05 Satabdi Saha , Duchwan Ryu , Nader Ebrahimi

Bayesian regression remains a simple but effective tool based on Bayesian inference techniques. For large-scale applications, with complicated posterior distributions, Markov Chain Monte Carlo methods are applied. To improve the well-known…

Computation · Statistics 2020-09-28 Joris Tavernier , Jaak Simm , Adam Arany , Karl Meerbergen , Yves Moreau

Multiple Additive Regression Trees (MART), an ensemble model of boosted regression trees, is known to deliver high prediction accuracy for diverse tasks, and it is widely used in practice. However, it suffers an issue which we call…

Machine Learning · Computer Science 2015-05-11 K. V. Rashmi , Ran Gilad-Bachrach

Decision trees are flexible models that are well suited for many statistical regression problems. In a Bayesian framework for regression trees, Markov Chain Monte Carlo (MCMC) search algorithms are required to generate samples of tree…

Machine Learning · Statistics 2020-10-27 Reza Mohammadi , Matthew Pratola , Maurits Kaptein

Gradient boosting machines (GBMs) based on decision trees consistently demonstrate state-of-the-art results on regression and classification tasks with tabular data, often outperforming deep neural networks. However, these models do not…

Machine Learning · Computer Science 2023-02-23 Tristan Cinquin , Tammo Rukat , Philipp Schmidt , Martin Wistuba , Artur Bekasov

Exponential random graph models are a class of widely used exponential family models for social networks. The topological structure of an observed network is modelled by the relative prevalence of a set of local sub-graph configurations…

Computation · Statistics 2013-01-21 Alberto Caimo , Nial Friel

Bayesian neural networks (BNNs) have recently regained a significant amount of attention in the deep learning community due to the development of scalable approximate Bayesian inference techniques. There are several advantages of using a…

Machine Learning · Statistics 2023-05-02 Aliaksandr Hubin , Geir Storvik

This paper proposes three types of Bayesian CART (or BCART) models for aggregate claim amount, namely, frequency-severity models, sequential models and joint models. We propose a general framework for the BCART models applicable to data…

Methodology · Statistics 2025-08-04 Yaojun Zhang , Lanpeng Ji , Georgios Aivaliotis , Charles C. Taylor

We introduce an adaptive tree search algorithm, that can find high-scoring outputs under translation models that make no assumptions about the form or structure of the search objective. This algorithm -- a deterministic variant of Monte…

Computation and Language · Computer Science 2022-02-24 Wang Ling , Wojciech Stokowiec , Domenic Donato , Laurent Sartran , Lei Yu , Austin Matthews , Chris Dyer

Bayesian inference for Markov jump processes (MJPs) where available observations relate to either system states or jumps typically relies on data-augmentation Markov Chain Monte Carlo. State-of-the-art developments involve representing MJP…

Computation · Statistics 2019-04-18 Iker Perez , Theodore Kypraios

Bayesian sociality models provide a scalable and flexible alternative for network analysis, capturing degree heterogeneity through actor-specific parameters while mitigating the identifiability challenges of latent space models. This paper…

Methodology · Statistics 2025-03-20 Juan Sosa , Carlo Martínez

Mixture autoregressive (MAR) models provide a flexible way to model time series with predictive distributions which depend on the recent history of the process and are able to accommodate asymmetry and multimodality. Bayesian inference for…

Methodology · Statistics 2020-06-22 Davide Ravagli , Georgi N. Boshnakov

We develop the concept of ABC-Boost (Adaptive Base Class Boost) for multi-class classification and present ABC-MART, a concrete implementation of ABC-Boost. The original MART (Multiple Additive Regression Trees) algorithm has been very…

Machine Learning · Computer Science 2008-11-11 Ping Li