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We incorporate heteroskedasticity into Bayesian Additive Regression Trees (BART) by modeling the log of the error variance parameter as a linear function of prespecified covariates. Under this scheme, the Gibbs sampling procedure for the…

Methodology · Statistics 2014-02-24 Justin Bleich , Adam Kapelner

Bayesian Additive Regression Trees (BART) are a powerful ensemble learning technique for modeling nonlinear regression functions. Although initially BART was proposed for predicting only continuous and binary response variables, over the…

Statistics Theory · Mathematics 2026-03-24 Enakshi Saha

There is growing interest in estimating and analyzing heterogeneous treatment effects in experimental and observational studies. We describe a number of meta-algorithms that can take advantage of any supervised learning or regression method…

Statistics Theory · Mathematics 2019-06-18 Sören R. Künzel , Jasjeet S. Sekhon , Peter J. Bickel , Bin Yu

We study identification and estimation in the Regression Discontinuity Design (RDD) with a multivalued treatment variable. We also allow for the inclusion of covariates. We show that without additional information, treatment effects are not…

Econometrics · Economics 2020-07-02 Carolina Caetano , Gregorio Caetano , Juan Carlos Escanciano

Most clinical trials involve the comparison of a new treatment to a control arm (e.g., the standard of care) and the estimation of a treatment effect. External data, including historical clinical trial data and real-world observational…

Methodology · Statistics 2021-03-17 Tianjian Zhou , Yuan Ji

The regression discontinuity (RD) design is widely used for program evaluation with observational data. The primary focus of the existing literature has been the estimation of the local average treatment effect at the existing treatment…

Methodology · Statistics 2024-09-05 Yi Zhang , Eli Ben-Michael , Kosuke Imai

The paper proposes a causal supervised machine learning algorithm to uncover treatment effect heterogeneity in sharp and fuzzy regression discontinuity (RD) designs. We develop a criterion for building an honest ``regression discontinuity…

Econometrics · Economics 2025-09-01 Ágoston Reguly

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

Bayesian additive regression trees (BART) (Chipman et. al., 2010) is a powerful predictive model that often outperforms alternative models at out-of-sample prediction. BART is especially well-suited to settings with unstructured predictor…

Machine Learning · Statistics 2019-03-15 Jingyu He , Saar Yalov , P. Richard Hahn

Ensemble decision tree methods such as XGBoost, Random Forest, and Bayesian Additive Regression Trees (BART) have gained enormous popularity in data science for their superior performance in machine learning regression and classification…

Methodology · Statistics 2025-09-10 Shuren He , Huiyan Sang , Quan Zhou

We propose a new estimation method for heterogeneous causal effects which utilizes a regression discontinuity (RD) design for multiple datasets with different thresholds. The standard RD design is frequently used in applied researches, but…

Econometrics · Economics 2019-05-14 Takayuki Toda , Ayako Wakano , Takahiro Hoshino

We develop a new framework for evaluating the total policy effect in regression discontinuity designs (RDD), incorporating both the direct effect of treatment on outcomes and the indirect effect arising from distortions in the running…

Econometrics · Economics 2025-12-01 Moyu Liao

In the era of precision medicine, genome-wide epigenetic modifications offer rich data that could inform risk prediction. However, these data are high-dimensional and exhibit complex dependence structures, which makes it difficult to…

Applications · Statistics 2026-05-25 Saurabh Bhandari , Parveen Bhatti , Brian C. -H. Chiu , Yuan Ji

Bayes additive regression trees(BART) is a nonparametric regression model which has gained wide-spread popularity in recent years due to its flexibility and high accuracy of estimation. Soft BART,one variation of BART,improves both…

Machine Learning · Statistics 2023-10-24 Hao Ran , Yang Bai

We present a method for incorporating missing data in non-parametric statistical learning without the need for imputation. We focus on a tree-based method, Bayesian Additive Regression Trees (BART), enhanced with "Missingness Incorporated…

Machine Learning · Statistics 2014-02-14 Adam Kapelner , Justin Bleich

Bayesian Additive Regression Trees (BART) is a statistical sum of trees model. It can be considered a Bayesian version of machine learning tree ensemble methods where the individual trees are the base learners. However for data sets where…

We present a Bayesian nonparametric model for conditional distribution estimation using Bayesian additive regression trees (BART). The generative model we use is based on rejection sampling from a base model. Typical of BART models, our…

Methodology · Statistics 2022-02-02 Yinpu Li , Antonio R. Linero , Jared S. Murray

Medical prediction applications often need to deal with small sample sizes compared to the number of covariates. Such data pose problems for prediction and variable selection, especially when the covariate-response relationship is…

Machine Learning · Statistics 2024-11-05 Jeroen M. Goedhart , Thomas Klausch , Jurriaan Janssen , Mark A. van de Wiel

Current implementations of Bayesian Additive Regression Trees (BART) are based on axis-aligned decision rules that recursively partition the feature space using a single feature at a time. Several authors have demonstrated that oblique…

Machine Learning · Statistics 2024-11-14 Paul-Hieu V. Nguyen , Ryan Yee , Sameer K. Deshpande

Distribution regression, where the goal is to predict a scalar response from a distribution-valued predictor, arises naturally in settings where observations are grouped and outcomes depend on group-level characteristics rather than on…

Methodology · Statistics 2026-03-09 Antonio R. Linero , Soumyabrata Bose , Jared Murray