Related papers: Probit Monotone BART
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…
Count-compositional data arise in many different fields, including high-throughput sequencing experiments, ecological surveys, and palaeoclimate studies, where a common, important goal is to understand how covariates relate to the observed…
We present a novel prior for tree topology within Bayesian Additive Regression Trees (BART) models. This approach quantifies the hypothetical loss in information and the loss due to complexity associated with choosing the wrong tree…
This paper introduces a generalized ps-BART model for the estimation of Average Treatment Effect (ATE) and Conditional Average Treatment Effect (CATE) in continuous treatments, addressing limitations of the Bayesian Causal Forest (BCF)…
Many asymptotically minimax procedures for function estimation often rely on somewhat arbitrary and restrictive assumptions such as isotropy or spatial homogeneity. This work enhances the theoretical understanding of Bayesian additive…
Variable selection remains a fundamental challenge in statistics, especially in nonparametric settings where model complexity can obscure interpretability. Bayesian tree ensembles, particularly the popular Bayesian additive regression trees…
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)…
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…
This article proposes a novel framework that integrates Bayesian Additive Regression Trees (BART) into a Factor-Augmented Vector Autoregressive (FAVAR) model to forecast macro-financial variables and examine asymmetries in the transmission…
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…
Ranking lists are often provided at regular time intervals in a range of applications, including economics, sports, marketing, and politics. Most popular methods for rank-order data postulate a linear specification for the latent scores,…
Bayesian regression trees are flexible non-parametric models that are well suited to many modern statistical regression problems. Many such tree models have been proposed, from the simple single- tree model to more complex tree ensembles.…
We perform Bayesian optimization using a Gaussian process perspective on Bayesian Additive Regression Trees (BART). Our BART Kernel (BARK) uses tree agreement to define a posterior over piecewise-constant functions, and we explore the space…
Estimation of individualized treatment effects (ITE), also known as conditional average treatment effects (CATE), is an active area of methodology development. However, much less attention has been paid to the quantification of uncertainty…
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…
We develop a Bayesian non-parametric quantile panel regression model. Within each quantile, the response function is a convex combination of a linear model and a non-linear function, which we approximate using Bayesian Additive Regression…
Implicit Quantile BART (IQ-BART) posits a non-parametric Bayesian model on the conditional quantile function, acting as a model over a conditional model for $Y$ given $X$. One of the key ingredients is augmenting the observed data…
To achieve the goal of providing the best possible care to each patient, physicians need to customize treatments for patients with the same diagnosis, especially when treating diseases that can progress further and require additional…
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…
Contextual bandits are a core technology for personalized mobile health interventions, where decision-making requires adapting to complex, non-linear user behaviors. While Thompson Sampling (TS) is a preferred strategy for these problems,…