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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…
Measurement error is prevalent across all domains of scientific research where only imprecise observations, rather than the true underlying values, can be obtained. For example, estimates of human microbiome diversity are based on small…
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…
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…
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…
In recent years, theoretical results and simulation evidence have shown Bayesian additive regression trees to be a highly-effective method for nonparametric regression. Motivated by cost-effectiveness analyses in health economics, where…
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…
Nonparametric regression models such as Bayesian Additive Regression Trees (BART) can be useful in fitting flexible functions of a set of covariates to a response, while accounting for nonlinearities and interactions. However, they are…
Variable selection is an important statistical problem. This problem becomes more challenging when the candidate predictors are of mixed type (e.g. continuous and binary) and impact the response variable in nonlinear and/or non-additive…
We develop a semiparametric framework for inference on the mean response in missing-data settings using a corrected posterior distribution. Our approach is tailored to Bayesian Additive Regression Trees (BART), which is a powerful…
We provide a new flexible framework for inference with the instrumental variable model. Rather than using linear specifications, functions characterizing the effects of instruments and other explanatory variables are estimated using machine…
Vector autoregression (VAR) models are widely used for forecasting and macroeconomic analysis, yet they remain limited by their reliance on a linear parameterization. Recent research has introduced nonparametric alternatives, such as…
Bayesian additive regression trees (BART) is a flexible prediction model/machine learning approach that has gained widespread popularity in recent years. As BART becomes more mainstream, there is an increased need for a paper that walks…
Bayesian Additive Regression Trees (BART) is a powerful statistical model that leverages the strengths of Bayesian inference and regression trees. It has received significant attention for capturing complex non-linear relationships and…
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…
Bayesian Additive Regression Trees (BART) is a popular Bayesian non-parametric regression model that is commonly used in causal inference and beyond. Its strong predictive performance is supported by well-developed estimation theory,…
Recent economic events, including the global financial crisis and COVID-19 pandemic, have exposed limitations in linear Factor Augmented Vector Autoregressive (FAVAR) models for forecasting and structural analysis. Nonlinear dimension…
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,…
Bayesian Additive Regression Trees (BART) is a Bayesian approach to flexible non-linear regression which has been shown to be competitive with the best modern predictive methods such as those based on bagging and boosting. BART offers some…
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…