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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

The interplay between missing data and model uncertainty -- two classic statistical problems -- leads to primary questions that we formally address from an objective Bayesian perspective. For the general regression problem, we discuss the…

We compare two deletion-based methods for dealing with the problem of missing observations in linear regression analysis. One is the complete-case analysis (CC, or listwise deletion) that discards all incomplete observations and only uses…

Methodology · Statistics 2023-05-02 Tianchen Xu , Kun Chen , Gen Li

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

Most practical data science problems encounter missing data. A wide variety of solutions exist, each with strengths and weaknesses that depend upon the missingness-generating process. Here we develop a theoretical framework for training and…

Machine Learning · Computer Science 2022-11-15 Jahan C. Penny-Dimri , Christoph Bergmeir , Julian Smith

Missing data can lead to inefficiencies and biases in analyses, in particular when data are missing not at random (MNAR). It is thus vital to understand and correctly identify the missing data mechanism. Recovering missing values through a…

Methodology · Statistics 2022-12-08 Jack Noonan , Adetola Adedamola Adediran , Robin Mitra , Stefanie Biedermann

Missing data arise in most applied settings and are ubiquitous in electronic health records (EHR). When data are missing not at random (MNAR) with respect to measured covariates, sensitivity analyses are often considered. These post-hoc…

Methodology · Statistics 2023-07-11 Alexander W. Levis , Rajarshi Mukherjee , Rui Wang , Heidi Fischer , Sebastien Haneuse

We present Collaborative Trees, a novel tree model designed for regression prediction, along with its bagging version, which aims to analyze complex statistical associations between features and uncover potential patterns inherent in the…

Methodology · Statistics 2024-05-21 Chien-Ming Chi

Individualized treatment rules (ITR) can improve health outcomes by recognizing that patients may respond differently to treatment and assigning therapy with the most desirable predicted outcome for each individual. Flexible and efficient…

Methodology · Statistics 2017-09-25 Brent R. Logan , Rodney Sparapani , Robert E. McCulloch , Purushottam W. Laud

Most implementations of Bayesian additive regression trees (BART) one-hot encode categorical predictors, replacing each one with several binary indicators, one for every level or category. Regression trees built with these indicators…

Methodology · Statistics 2024-08-14 Sameer K. Deshpande

We propose a simple yet powerful extension of Bayesian Additive Regression Trees which we name Hierarchical Embedded BART (HE-BART). The model allows for random effects to be included at the terminal node level of a set of regression trees,…

Methodology · Statistics 2023-04-25 Bruna Wundervald , Andrew Parnell , Katarina Domijan

A method using multiple imputation and bootstrap for dealing with missing data in mediation analysis is introduced and implemented in SAS. Through simulation studies, it is shown that the method performs well for both MCAR and MAR data…

Methodology · Statistics 2014-01-10 Lijuan Wang , Zhiyong Zhang , Xin Tong

The linear varying coefficient models posits a linear relationship between an outcome and covariates in which the covariate effects are modeled as functions of additional effect modifiers. Despite a long history of study and use in…

Methodology · Statistics 2024-09-26 Sameer K. Deshpande , Ray Bai , Cecilia Balocchi , Jennifer E. Starling , Jordan Weiss

In light of widespread evidence of parameter instability in macroeconomic models, many time-varying parameter (TVP) models have been proposed. This paper proposes a nonparametric TVP-VAR model using Bayesian additive regression trees (BART)…

Econometrics · Economics 2023-05-08 Niko Hauzenberger , Florian Huber , Gary Koop , James Mitchell

Ecological Momentary Assessments (EMA) capture real-time thoughts and behaviors in natural settings, producing rich longitudinal data for statistical and physiological analyses. However, the robustness of these analyses can be compromised…

Methodology · Statistics 2023-11-21 Yiheng Wei , Donald Hedeker

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

Nonignorable missing data, where the probability of missingness depends on unobserved values, presents a significant challenge in statistical analysis. Traditional methods often rely on strong parametric assumptions that are difficult to…

Methodology · Statistics 2025-09-19 Yujie Zhao

When outcomes are missing for reasons beyond an investigator's control, there are two different ways to adjust a parameter estimate for covariates that may be related both to the outcome and to missingness. One approach is to model the…

Methodology · Statistics 2008-12-18 Joseph D. Y. Kang , Joseph L. Schafer

This paper introduces the Trinary decision tree, an algorithm designed to improve the handling of missing data in decision tree regressors and classifiers. Unlike other approaches, the Trinary decision tree does not assume that missing…

Machine Learning · Statistics 2024-01-12 Henning Zakrisson

Decision trees with binary splits are popularly constructed using Classification and Regression Trees (CART) methodology. For binary classification and regression models, this approach recursively divides the data into two near-homogenous…

Machine Learning · Statistics 2020-08-17 Jason M. Klusowski
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