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Many machine learning tools for regression are based on recursive partitioning of the covariate space into smaller regions, where the regression function can be estimated locally. Among these, regression trees and their ensembles have…

Statistics Theory · Mathematics 2017-11-30 Stephanie van der Pas , Veronika Rockova

We propose a flexible Bayesian approach for sparse Gaussian graphical modeling of multivariate time series. We account for temporal correlation in the data by assuming that observations are characterized by an underlying and unobserved…

Methodology · Statistics 2025-08-21 Beniamino Hadj-Amar , Aaron M. Bornstein , Michele Guindani , Marina Vannucci

Recursive decision trees are widely used to estimate heterogeneous causal treatment effects in experimental and observational studies. These methods are typically implemented using CART-type recursive partitioning and are often viewed as…

Statistics Theory · Mathematics 2026-03-19 Matias D. Cattaneo , Jason M. Klusowski , Ruiqi Rae Yu

We tackle modelling and inference for variable selection in regression problems with many predictors and many responses. We focus on detecting hotspots, i.e., predictors associated with several responses. Such a task is critical in…

Spatial point pattern data are routinely encountered. A flexible regression model for the underlying intensity is essential to characterizing the spatial point pattern and understanding the impacts of potential risk factors on such pattern.…

Methodology · Statistics 2022-12-15 Jieying Jiao , Guanyu Hu , Jun Yan

Estimating heterogeneous treatment effects in survival settings is complicated by right censoring as well as the time-varying nature of the estimand. While the conditional average treatment effect (CATE) provides a natural target, most…

Methodology · Statistics 2026-04-14 Yuming Sun , Jian Kang , Yi Li

Heterogeneous treatment effects (HTE) based on patients' genetic or clinical factors are of significant interest to precision medicine. Simultaneously modeling HTE and corresponding main effects for randomized clinical trials with…

Machine Learning · Statistics 2023-02-06 Heng Chen , Michael L. LeBlanc , James Y. Dai

Motivated by the Acute Respiratory Distress Syndrome Network (ARDSNetwork) ARDS respiratory management (ARMA) trial, we developed a flexible Bayesian machine learning approach to estimate the average causal effect and heterogeneous causal…

Applications · Statistics 2024-10-29 Xinyuan Chen , Michael O. Harhay , Guangyu Tong , Fan Li

Treatment effect heterogeneity occurs when individual characteristics influence the effect of a treatment. We propose a novel approach that combines prognostic score matching and conditional inference trees to characterize effect…

Bayesian inference is now a leading technique for reconstructing phylogenetic trees from aligned sequence data. In this short note, we formally show that the maximum posterior tree topology provides a statistically consistent estimate of a…

Populations and Evolution · Quantitative Biology 2013-07-12 Mike Steel

Bayesian computation of high dimensional linear regression models with a popular Gaussian scale mixture prior distribution using Markov Chain Monte Carlo (MCMC) or its variants can be extremely slow or completely prohibitive due to the…

Methodology · Statistics 2021-05-12 Rajarshi Guhaniyogi , Aaron Scheffler

Since the advent of the horseshoe priors for regularization, global-local shrinkage methods have proved to be a fertile ground for the development of Bayesian methodology in machine learning, specifically for high-dimensional regression and…

Methodology · Statistics 2019-11-25 Anindya Bhadra , Jyotishka Datta , Yunfan Li , Nicholas G. Polson

The horseshoe prior has proven to be a noteworthy alternative for sparse Bayesian estimation, but as shown in this paper, the results can be sensitive to the prior choice for the global shrinkage hyperparameter. We argue that the previous…

Methodology · Statistics 2017-12-18 Juho Piironen , Aki Vehtari

Several structure-learning algorithms for staged trees, asymmetric extensions of Bayesian networks, have been proposed. However, these either do not scale efficiently as the number of variables considered increases, a priori restrict the…

Methodology · Statistics 2022-11-15 Peter Strong , Jim Q. Smith

The heterogeneous treatment effect plays a crucial role in precision medicine.There is evidence that real-world data, even subject to biases, can be employed as supplementary evidence for randomized clinical trials to improve the…

Methodology · Statistics 2025-09-04 Guangcai Mao , Shu Yang , Xiaofei Wang

High-dimensional sparse modeling with censored survival data is of great practical importance, and several methods have been proposed for variable selection based on different models. However, the impact of biased sample caused by…

Methodology · Statistics 2019-09-25 Li-Pang Chen

High resolution geospatial data are challenging because standard geostatistical models based on Gaussian processes are known to not scale to large data sizes. While progress has been made towards methods that can be computed more…

Methodology · Statistics 2020-12-03 Michele Peruzzi , David B. Dunson

Bayesian optimization (BO) is a sample-efficient global optimization algorithm for black-box functions which are expensive to evaluate. Existing literature on model based optimization in conditional parameter spaces are usually built on…

Machine Learning · Statistics 2020-10-08 Xingchen Ma , Matthew B. Blaschko

Methods for estimating heterogeneous treatment effects (HTE) from observational data have largely focused on continuous or binary outcomes, with less attention paid to survival outcomes and almost none to settings with competing risks. In…

Methodology · Statistics 2024-09-30 Shenbo Xu , Raluca Cobzaru , Stan N. Finkelstein , Roy E. Welsch , Kenney Ng , Zach Shahn

This paper introduces a novel nonparametric method for estimating high-dimensional dynamic covariance matrices with multiple conditioning covariates, leveraging random forests and supported by robust theoretical guarantees. Unlike…

Machine Learning · Statistics 2025-05-20 Shuguang Yu , Fan Zhou , Yingjie Zhang , Ziqi Chen , Hongtu Zhu
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