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This paper introduces a generalized ps-BART model for the estimation of Average Treatment Effect (ATE) and Conditional Average Treatment Effect (CATE) in continuous treatments, addressing limitations of the Bayesian Causal Forest (BCF)…

Machine Learning · Statistics 2024-09-11 Hugo Gobato Souto , Francisco Louzada Neto

Healthcare decision-making often requires selecting among treatment options under budget constraints, particularly when one option is more effective but also more costly. Cost-effectiveness analysis (CEA) provides a framework for evaluating…

Econometrics · Economics 2025-07-29 Jonas Esser , Mateus Maia , Judith Bosmans , Johanna van Dongen

Robust estimation of heterogeneous treatment effects is a fundamental challenge for optimal decision-making in domains ranging from personalized medicine to educational policy. In recent years, predictive machine learning has emerged as a…

Machine Learning · Statistics 2025-06-23 Maximilian Schuessler , Erik Sverdrup , Robert Tibshirani

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…

Machine Learning · Statistics 2021-10-25 Rafael Blanquero , Emilio Carrizosa , Cristina Molero-Río , Dolores Romero Morales

Motivated by the CATHGEN data, we develop a new statistical learning method for simultaneous variable selection and parameter estimation under the context of generalized partly linear models for data with high-dimensional covariates. The…

Methodology · Statistics 2023-11-02 Christian Chan , Xiaotian Dai , Thierry Chekouo , Quan Long , Xuewen Lu

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

We introduce Bayesian additive regression trees (BART) for log-linear models including multinomial logistic regression and count regression with zero-inflation and overdispersion. BART has been applied to nonparametric mean regression and…

Methodology · Statistics 2019-08-28 Jared S. Murray

Alcohol Use Disorder (AUD) treatment presents high individual-level heterogeneity, with outcomes ranging from complete abstinence to persistent heavy drinking. This variability-driven by complex behavioral, social, and environmental…

We consider the task of discovering gene regulatory networks, which are defined as sets of genes and the corresponding transcription factors which regulate their expression levels. This can be viewed as a variable selection problem,…

Methodology · Statistics 2014-12-04 Justin Bleich , Adam Kapelner , Edward I. George , Shane T. Jensen

Additive regression trees are flexible non-parametric models and popular off-the-shelf tools for real-world non-linear regression. In application domains, such as bioinformatics, where there is also demand for probabilistic predictions with…

Machine Learning · Statistics 2015-02-17 Balaji Lakshminarayanan , Daniel M. Roy , Yee Whye Teh

Out-Of-Distribution (OOD) generalization is an essential topic in machine learning. However, recent research is only focusing on the corresponding methods for neural networks. This paper introduces a novel and effective solution for OOD…

Machine Learning · Computer Science 2024-01-19 Yufan Liao , Qi Wu , Xing Yan

Method comparison studies explore the agreement of measurements made by two or more methods. Commonly, agreement is evaluated by the well-established Bland-Altman analysis. However, the underlying assumption is that differences between…

Methodology · Statistics 2023-06-08 Siranush Karapetyan , Achim Zeileis , André Henriksen , Alexander Hapfelmeier

It is valuable for any decision maker to know the impact of decisions (treatments) on average and for subgroups. The causal machine learning literature has recently provided tools for estimating group average treatment effects (GATE) to…

Econometrics · Economics 2025-01-10 Nora Bearth , Michael Lechner

This paper provides estimation and inference methods for a conditional average treatment effects (CATE) characterized by a high-dimensional parameter in both homogeneous cross-sectional and unit-heterogeneous dynamic panel data settings. In…

Machine Learning · Statistics 2022-12-13 Vira Semenova , Matt Goldman , Victor Chernozhukov , Matt Taddy

This paper extends difference-in-differences to settings with continuous treatments. Specifically, the average treatment effect on the treated (ATT) at any level of treatment intensity is identified under a conditional parallel trends…

Econometrics · Economics 2026-01-05 Lucas Z. Zhang

Tree-based models are widely recognized for their interpretability and have proven effective in various application domains, particularly in high-stakes domains. However, learning decision trees (DTs) poses a significant challenge due to…

Machine Learning · Computer Science 2026-03-13 Sascha Marton

Regularized linear discriminant analysis (RLDA) is a widely used tool for classification and dimensionality reduction, but its performance in high-dimensional scenarios is inconsistent. Existing theoretical analyses of RLDA often lack clear…

Machine Learning · Statistics 2025-07-23 Yonghan Zhang , Zhangni Pu , Lu Yan , Jiang Hu

This article proposes Multinomial Probit Bayesian Additive Regression Trees (MPBART) as a multinomial probit extension of BART - Bayesian Additive Regression Trees (Chipman et al (2010)). MPBART is flexible to allow inclusion of predictors…

Machine Learning · Statistics 2016-02-09 Bereket P. Kindo , Hao Wang , Edsel A. Peña

For non-randomized studies, the regression discontinuity design (RDD) can be used to identify and estimate causal effects from a "locally-randomized" subgroup of subjects, under relatively mild conditions. However, current models focus…

Methodology · Statistics 2015-02-12 George Karabatsos , Stephen G. Walker

This article proposes a meta-learning method for estimating the conditional average treatment effect (CATE) from a few observational data. The proposed method learns how to estimate CATEs from multiple tasks and uses the knowledge for…

Machine Learning · Statistics 2023-05-22 Tomoharu Iwata , Yoichi Chikahara