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The goal of this paper is to provide a method, which is able to find categories of traffic scenarios automatically. The architecture consists of three main components: A microscopic traffic simulation, a clustering technique and a…
Set-based transformer models for amortized probabilistic inference and meta-learning, such as neural processes, prior-fitted networks, and tabular foundation models, excel at single-pass marginal prediction. However, many applications…
We develop a Bayesian "sum-of-trees" model where each tree is constrained by a regularization prior to be a weak learner, and fitting and inference are accomplished via an iterative Bayesian backfitting MCMC algorithm that generates samples…
Decision tree learning is increasingly being used for pointwise inference. Important applications include causal heterogenous treatment effects and dynamic policy decisions, as well as conditional quantile regression and design of…
The development of driverless vehicles has spurred the need to predict human driving behavior to facilitate interaction between driverless and human-driven vehicles. Predicting human driving movements can be challenging, and poor prediction…
We propose a flexible Bayesian approach for sparse Gaussian graphical modeling of multivariate time series. We account for temporal correlation in the data by assuming that observations are characterized by an underlying and unobserved…
This paper develops a simple two-stage variational Bayesian algorithm to estimate panel spatial autoregressive models, where N, the number of cross-sectional units, is much larger than T, the number of time periods without restricting the…
We put forward a new Bayesian modeling strategy for spatiotemporal count data that enables efficient posterior sampling. Most previous models for such data decompose logarithms of the response Poisson rates into fixed effects and spatial…
Bayesian Causal Forests (BCF) is a causal inference machine learning model based on a highly flexible non-parametric regression and classification tool called Bayesian Additive Regression Trees (BART). Motivated by data from the Trends in…
Emerging applications increasingly demand flexible covariate adaptive randomization (CAR) methods that support unequal targeted allocation ratios. While existing procedures can achieve covariate balance, they often suffer from the shift…
Covariate-adaptive randomization (CAR) procedures are frequently used in comparative studies to increase the covariate balance across treatment groups. However, because randomization inevitably uses the covariate information when forming…
Modeling nonstationary processes is of paramount importance to many scientific disciplines including environmental science, ecology, and finance, among others. Consequently, flexible methodology that provides accurate estimation across a…
Compositional data, such as regional shares of economic sectors or property transactions, are central to understanding structural change in economic systems across space and time. This paper introduces a spatiotemporal multivariate…
In this paper, we introduce the concept of fractional integration for spatial autoregressive models. We show that the range of the dependence can be spatially extended or diminished by introducing a further fractional integration parameter…
Classification and Regression Trees (CARTs) are off-the-shelf techniques in modern Statistics and Machine Learning. CARTs are traditionally built by means of a greedy procedure, sequentially deciding the splitting predictor variable(s) and…
Random forest (RF) methodology is one of the most popular machine learning techniques for prediction problems. In this article, we discuss some cases where random forests may suffer and propose a novel generalized RF method, namely…
In this paper, we construct a hierarchical model for spatial compositional data, which is used to reconstruct past land-cover compositions (in terms of coniferous forest, broadleaved forest, and unforested/open land) for five time periods…
We demonstrate the use of conditional autoregressive generative models (van den Oord et al., 2016a) over a discrete latent space (van den Oord et al., 2017b) for forward planning with MCTS. In order to test this method, we introduce a new…
Self-awareness is the key capability of autonomous systems, e.g., autonomous driving network, which relies on highly efficient time series forecasting algorithm to enable the system to reason about the future state of the environment, as…
Data fusion models are widely used in air quality monitoring to integrate in situ and large-scale gridded products, offering spatially complete and temporally detailed estimates. However, traditional Gaussian-based models often…