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Although it is an extremely effective, easy-to-use, and increasingly popular tool for nonparametric regression, the Bayesian Additive Regression Trees (BART) model is limited by the fact that it can only produce discontinuous output.…

Methodology · Statistics 2025-08-08 Ryan Yee , Soham Ghosh , Sameer K. Deshpande

Ensembles of decision trees are a useful tool for obtaining for obtaining flexible estimates of regression functions. Examples of these methods include gradient boosted decision trees, random forests, and Bayesian CART. Two potential…

Methodology · Statistics 2018-09-18 Antonio Ricardo Linero , Yun Yang

We develop a theoretical framework for the analysis of oblique decision trees, where the splits at each decision node occur at linear combinations of the covariates (as opposed to conventional tree constructions that force axis-aligned…

Statistics Theory · Mathematics 2023-09-01 Matias D. Cattaneo , Rajita Chandak , Jason M. Klusowski

There is a dearth of robust methods to estimate the causal effects of multiple treatments when the outcome is binary. This paper uses two unique sets of simulations to propose and evaluate the use of Bayesian Additive Regression Trees…

Methodology · Statistics 2020-01-22 Liangyuan Hu , Chenyang Gu , Michael Lopez , Jiayi Ji , Juan Wisnivesky

We apply Bayesian Additive Regression Tree (BART) principles to training an ensemble of small neural networks for regression tasks. Using Markov Chain Monte Carlo, we sample from the posterior distribution of neural networks that have a…

Machine Learning · Statistics 2024-04-09 Danielle Van Boxel

Bayesian Additive Regression Trees (BART) is a nonparametric Bayesian regression technique of rising fame. It is a sum-of-decision-trees model, and is in some sense the Bayesian version of boosting. In the limit of infinite trees, it…

Machine Learning · Statistics 2025-07-14 Giacomo Petrillo

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

The effectiveness of Bayesian Additive Regression Trees (BART) has been demonstrated in a variety of contexts including non-parametric regression and classification. A BART scheme for estimating the intensity of inhomogeneous Poisson…

Statistics Theory · Mathematics 2022-11-15 Stamatina Lamprinakou , Mauricio Barahona , Seth Flaxman , Sarah Filippi , Axel Gandy , Emma McCoy

Many time-to-event studies are complicated by the presence of competing risks. Such data are often analyzed using Cox models for the cause specific hazard function or Fine-Gray models for the subdistribution hazard. In practice regression…

Methodology · Statistics 2018-07-02 Rodney Sparapani , Brent R. Logan , Robert E. McCulloch , Purushottam W. Laud

For the discovery of regression relationships between Y and a large set of p potential predictors x 1 , . . . , x p , the flexible nonparametric nature of BART (Bayesian Additive Regression Trees) allows for a much richer set of…

Other Statistics · Statistics 2021-10-11 Hugh A. Chipman , Edward I. George , Robert E. McCulloch , Thomas S. Shively

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

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

Flexibly modeling how an entire density changes with covariates is an important but challenging generalization of mean and quantile regression. While existing methods for density regression primarily consist of covariate-dependent discrete…

Methodology · Statistics 2021-12-24 Vittorio Orlandi , Jared Murray , Antonio Linero , Alexander Volfovsky

Using ensemble methods for regression has been a large success in obtaining high-accuracy prediction. Examples are Bagging, Random forest, Boosting, BART (Bayesian additive regression tree), and their variants. In this paper, we propose a…

Machine Learning · Computer Science 2019-11-06 Yuhao Su , Jie Ding

Ensemble learning is a statistical paradigm built on the premise that many weak learners can perform exceptionally well when deployed collectively. The BART method of Chipman et al. (2010) is a prominent example of Bayesian ensemble…

Machine Learning · Statistics 2018-10-08 Veronika Rockova , Enakshi Saha

Techniques to reduce the energy burden of an industrial ecosystem often require solving a multiobjective optimization problem. However, collecting experimental data can often be either expensive or time-consuming. In such cases, statistical…

Machine Learning · Computer Science 2021-09-07 Akira Horiguchi , Thomas J. Santner , Ying Sun , Matthew T. Pratola

The study of dependence between random variables under external influences is a challenging problem in multivariate analysis. We address this by proposing a novel semi-parametric approach for conditional copula models using Bayesian…

Methodology · Statistics 2026-03-11 Tathagata Basu , Fabrizio Leisen , Cristiano Villa , Kevin Wilson

Vector autoregressive (VAR) models assume linearity between the endogenous variables and their lags. This assumption might be overly restrictive and could have a deleterious impact on forecasting accuracy. As a solution, we propose…

Econometrics · Economics 2021-03-10 Florian Huber , Luca Rossini

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…

Applications · Statistics 2025-09-16 Yaoyuan Vincent Tan , Carol A. C. Flannagan , Michael R. Elliott

This paper develops a novel stochastic tree ensemble method for nonlinear regression, which we refer to as XBART, short for Accelerated Bayesian Additive Regression Trees. By combining regularization and stochastic search strategies from…

Machine Learning · Statistics 2021-06-04 Jingyu He , P. Richard Hahn