Related papers: Generative Regression with IQ-BART

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…

Quantile regression is an effective technique to quantify uncertainty, fit challenging underlying distributions, and often provide full probabilistic predictions through joint learnings over multiple quantile levels. A common drawback of…

Generalizing from finite samples to unseen valid states is central to discrete generative modeling. In a controlled, exactly enumerable setting, we test whether parity losses, commonly used for tractable Instantaneous Quantum…

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…

We develop quantile regression models in order to derive risk margin and to evaluate capital in non-life insurance applications. By utilizing the entire range of conditional quantile functions, especially higher quantile levels, we detail…

Bayesian additive regression tree (BART) models have seen increased attention in recent years as a general-purpose nonparametric modeling technique. BART combines the flexibility of modern machine learning techniques with the principled…

Bayesian quadrature (BQ) is a method for solving numerical integration problems in a Bayesian manner, which allows users to quantify their uncertainty about the solution. The standard approach to BQ is based on a Gaussian process (GP)…

In many longitudinal studies, the covariate and response are often intermittently observed at irregular, mismatched and subject-specific times. How to deal with such data when covariate and response are observed asynchronously is an often…

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…

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…

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…

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…

Few methods in Bayesian non-parametric statistics/ machine learning have received as much attention as Bayesian Additive Regression Trees (BART). While BART is now routinely performed for prediction tasks, its theoretical properties began…

Bayesian additive regression trees have seen increased interest in recent years due to their ability to combine machine learning techniques with principled uncertainty quantification. The Bayesian backfitting algorithm used to fit BART…

BCART (Bayesian Classification and Regression Trees) and BART (Bayesian Additive Regression Trees) are popular Bayesian regression models widely applicable in modern regression problems. Their popularity is intimately tied to the ability to…

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…

This research aims to propose and evaluate a novel model named K-Fold Causal Bayesian Additive Regression Trees (K-Fold Causal BART) for improved estimation of Average Treatment Effects (ATE) and Conditional Average Treatment Effects…

Prediction is a classic challenge in spatial statistics and the inclusion of spatial covariates can greatly improve predictive performance when incorporated into a model with latent spatial effects. It is desirable to develop flexible…

We show how to construct the implied copula process of response values from a Bayesian additive regression tree (BART) model with prior on the leaf node variances. This copula process, defined on the covariate space, can be paired with any…

In this article, we develop a semiparametric Bayesian estimation and model selection approach for partially linear additive models in conditional quantile regression. The asymmetric Laplace distribution provides a mechanism for Bayesian…