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An important task in microbiome studies is to test the existence of and give characterization to differences in the microbiome composition across groups of samples. Important challenges of this problem include the large within-group…
Bayesian Additive Regression Trees (BART) is a tree-based machine learning method that has been successfully applied to regression and classification problems. BART assumes regularisation priors on a set of trees that work as weak learners…
We provide a microeconomic framework for decision trees: a popular machine learning method. Specifically, we show how decision trees represent a non-compensatory decision protocol known as disjunctions-of-conjunctions and how this protocol…
Random discrete distributions, say $F,$ known as species sampling models, represent a rich class of models for classification and clustering, in Bayesian statistics and machine learning. They also arise in various areas of probability and…
Given overlapping subsets of a set of taxa (e.g. species), and posterior distributions on phylogenetic tree topologies for each of these taxon sets, how can we infer a posterior distribution on phylogenetic tree topologies for the entire…
Linear mixed effects models are highly flexible in handling a broad range of data types and are therefore widely used in applications. A key part in the analysis of data is model selection, which often aims to choose a parsimonious model…
Binary search trees (BST) are a popular type of data structure when dealing with ordered data. Indeed, they enable one to access and modify data efficiently, with their height corresponding to the worst retrieval time. From a probabilistic…
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…
This paper presents a new approach for trees-based regression, such as simple regression tree, random forest and gradient boosting, in settings involving correlated data. We show the problems that arise when implementing standard…
Estimating dependence relationships between variables is a crucial issue in many applied domains, such as medicine, social sciences and psychology. When several variables are entertained, these can be organized into a network which encodes…
Bayesian model selection is premised on the assumption that the data are generated from one of the postulated models. However, in many applications, all of these models are incorrect (that is, there is misspecification). When the models are…
We revisit the model of the ballistic deposition studied in \cite{bdeposition} and prove several combinatorial properties of the random tree structure formed by the underlying stochastic process. Our results include limit theorems for the…
Bayesian Additive Regression Trees (BART) is a flexible machine learning algorithm capable of capturing nonlinearities between an outcome and covariates and interaction among covariates. We extend BART to a semiparametric regression…
Decision Trees are some of the most popular machine learning models today due to their out-of-the-box performance and interpretability. Often, Decision Trees models are constructed greedily in a top-down fashion via heuristic search…
Random forests have become an established tool for classification and regression, in particular in high-dimensional settings and in the presence of complex predictor-response relationships. For bounded outcome variables restricted to the…
We consider a Bayesian approach to variable selection in the presence of high dimensional covariates based on a hierarchical model that places prior distributions on the regression coefficients as well as on the model space. We adopt the…
We introduce an extension of the P\'olya tree approach for constructing distributions on the space of probability measures. By using optional stopping and optional choice of splitting variables, the construction gives rise to random…
Inferring individualised treatment effects from observational data can unlock the potential for targeted interventions. It is, however, hard to infer these effects from observational data. One major problem that can arise is covariate shift…
Bayesian networks faithfully represent the symmetric conditional independences existing between the components of a random vector. Staged trees are an extension of Bayesian networks for categorical random vectors whose graph represents…
Motivated by a neuroscience application we study the problem of statistical estimation of a high-dimensional covariance matrix with a block structure. The block model embeds a structural assumption: the population of items (neurons) can be…