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The linear varying coefficient models posits a linear relationship between an outcome and covariates in which the covariate effects are modeled as functions of additional effect modifiers. Despite a long history of study and use in…

Methodology · Statistics 2024-09-26 Sameer K. Deshpande , Ray Bai , Cecilia Balocchi , Jennifer E. Starling , Jordan Weiss

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

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

The preponderance of large-scale healthcare databases provide abundant opportunities for comparative effectiveness research. Evidence necessary to making informed treatment decisions often relies on comparing effectiveness of multiple…

Methodology · Statistics 2020-10-06 Liangyuan Hu , Chenyang Gu

This article introduces a flexible and adaptive nonparametric method for estimating the association between multiple covariates and power spectra of multiple time series. The proposed approach uses a Bayesian sum of trees model to capture…

Methodology · Statistics 2021-10-01 Yakun Wang , Zeda Li , Scott A. Bruce

Additive models, such as produced by gradient boosting, and full interaction models, such as classification and regression trees (CART), are widely used algorithms that have been investigated largely in isolation. We show that these models…

stochtree is a C++ library for Bayesian tree ensemble models such as BART and Bayesian Causal Forests (BCF), as well as user-specified variations. Unlike previous BART packages, stochtree provides bindings to both R and Python for full…

Computation · Statistics 2026-02-23 Andrew Herren , P. Richard Hahn , Jared Murray , Carlos Carvalho

Bayesian predictive synthesis (BPS) provides a method for combining multiple predictive distributions based on agent/expert opinion analysis theory and encompasses a range of existing density forecast pooling methods. The key ingredient in…

Econometrics · Economics 2023-11-22 Tony Chernis , Niko Hauzenberger , Florian Huber , Gary Koop , James Mitchell

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

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

Algorithms for binary classification based on adaptive tree partitioning are formulated and analyzed for both their risk performance and their friendliness to numerical implementation. The algorithms can be viewed as generating a set…

Statistics Theory · Mathematics 2014-11-05 Peter Binev , Albert Cohen , Wolfgang Dahmen , Ronald DeVore

Various networks are broadly and deeply applied in real-life applications. Reliability is the most important index for measuring the performance of all network types. Among the various algorithms, only implicit enumeration algorithms, such…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-09-21 Wei-Chang Yeh

Estimation of individualized treatment effects (ITE), also known as conditional average treatment effects (CATE), is an active area of methodology development. However, much less attention has been paid to the quantification of uncertainty…

Methodology · Statistics 2025-04-08 Daijiro Kabata , Nicholas C. Henderson , Ravi Varadhan

Regression trees and their ensemble methods are popular methods for nonparametric regression: they combine strong predictive performance with interpretable estimators. To improve their utility for locally smooth response surfaces, we study…

Methodology · Statistics 2021-09-13 Sören R. Künzel , Theo F. Saarinen , Edward W. Liu , Jasjeet S. Sekhon

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

In this paper, we consider the problem of predicting survey response rates using a family of flexible and interpretable nonparametric models. The study is motivated by the US Census Bureau's well-known ROAM application, which uses a linear…

Machine Learning · Statistics 2025-04-08 Shibal Ibrahim , Peter Radchenko , Emanuel Ben-David , Rahul Mazumder

Regression trees are a popular machine learning algorithm that fit piecewise constant models by recursively partitioning the predictor space. This paper focuses on statistical inference for a data-dependent model obtained from a fitted…

Methodology · Statistics 2025-12-17 Soham Bakshi , Yiling Huang , Snigdha Panigrahi , Walter Dempsey

To achieve the goal of providing the best possible care to each patient, physicians need to customize treatments for patients with the same diagnosis, especially when treating diseases that can progress further and require additional…

Methodology · Statistics 2022-10-25 Xiao Li , Brent R Logan , S M Ferdous Hossain , Erica E M Moodie

Ensemble of regression trees have become popular statistical tools for the estimation of conditional mean given a set of predictors. However, quantile regression trees and their ensembles have not yet garnered much attention despite the…

Machine Learning · Statistics 2016-07-12 Bereket P. Kindo , Hao Wang , Timothy Hanson , Edsel A. Peña

This work introduces 4 novel probabilistic and reinforcement-driven methods for association rule mining (ARM): Gaussian process-based association rule mining (GPAR), Bayesian ARM (BARM), multi-armed bandit based ARM (MAB-ARM), and…

Machine Learning · Computer Science 2025-06-24 Yongchao Huang