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Few problems in statistics are as perplexing as variable selection in the presence of very many redundant covariates. The variable selection problem is most familiar in parametric environments such as the linear model or additive variants…

Methodology · Statistics 2021-02-25 Yi Liu , Veronika Ročková , Yuexi Wang

We incorporate heteroskedasticity into Bayesian Additive Regression Trees (BART) by modeling the log of the error variance parameter as a linear function of prespecified covariates. Under this scheme, the Gibbs sampling procedure for the…

Methodology · Statistics 2014-02-24 Justin Bleich , Adam Kapelner

Bayesian Additive Regression Trees (BART) is a fully Bayesian approach to modeling with ensembles of trees. BART can uncover complex regression functions with high dimensional regressors in a fairly automatic way and provide Bayesian…

Machine Learning · Statistics 2018-07-11 Edward George , Prakash Laud , Brent Logan , Robert McCulloch , Rodney Sparapani

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.…

Computation · Statistics 2013-12-09 M. T. Pratola

We explore the notion of uncertainty in the context of modern abstractive summarization models, using the tools of Bayesian Deep Learning. Our approach approximates Bayesian inference by first extending state-of-the-art summarization models…

Computation and Language · Computer Science 2022-05-04 Alexios Gidiotis , Grigorios Tsoumakas

Bayesian Additive Regression Trees (BART) is a statistical sum of trees model. It can be considered a Bayesian version of machine learning tree ensemble methods where the individual trees are the base learners. However for data sets where…

There has been an intense development on the estimation of a sparse regression coefficient vector in statistics, machine learning and related fields. In this paper, we focus on the Bayesian approach to this problem, where sparsity is…

Computation · Statistics 2016-02-25 Xichen Huang , Jin Wang , Feng Liang

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…

Machine Learning · Statistics 2019-03-15 Jingyu He , Saar Yalov , P. Richard Hahn

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…

Machine Learning · Statistics 2022-02-22 Antonio R. Linero

This paper develops a novel stochastic tree ensemble method for nonlinear regression, which we refer to as XBART, short for Accelerated Bayesian Additive Regression Trees. By combining regularization and stochastic search strategies from…

Machine Learning · Statistics 2021-06-04 Jingyu He , P. Richard Hahn

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…

There is a dearth of robust methods to estimate the causal effects of multiple treatments when the outcome is binary. This paper uses two unique sets of simulations to propose and evaluate the use of Bayesian Additive Regression Trees…

Methodology · Statistics 2020-01-22 Liangyuan Hu , Chenyang Gu , Michael Lopez , Jiayi Ji , Juan Wisnivesky

There is currently a dearth of appropriate methods to estimate the causal effects of multiple treatments when the outcome is binary. For such settings, we propose the use of nonparametric Bayesian modeling, Bayesian Additive Regression…

Methodology · Statistics 2020-03-02 Chenyang Gu , Michael J. Lopez , Liangyuan Hu

Bayesian Additive Regression Trees (BART) is a flexible machine learning algorithm capable of capturing nonlinearities between an outcome and covariates and interaction among covariates. We extend BART to a semiparametric regression…

Applications · Statistics 2018-06-13 Bret Zeldow , Vincent Lo Re , Jason Roy

The success of Bayesian inference with MCMC depends critically on Markov chains rapidly reaching the posterior distribution. Despite the plentitude of inferential theory for posteriors in Bayesian non-parametrics, convergence properties of…

Statistics Theory · Mathematics 2023-06-02 Jungeum Kim , Veronika Rockova

Bayesian Additive Regression Trees (BART) of Chipman et al. (2010) has proven to be a powerful tool for nonparametric modeling and prediction. Monotone BART (Chipman et al., 2022) is a recent development that allows BART to be more precise…

Machine Learning · Statistics 2025-09-03 Jared D. Fisher

The usefulness of Bayesian models for density and cluster estimation is well established across multiple literatures. However, there is still a known tension between the use of simpler, more interpretable models and more flexible, complex…

Methodology · Statistics 2025-10-07 Henrique Bolfarine , Hedibert F. Lopes , Carlos M. Carvalho

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…

Methodology · Statistics 2026-03-10 Kevin McCoy , Zachary Wooten , Christine B. Peterson

Bayesian Additive Regression Trees (BART) is a nonparametric Bayesian regression technique of rising fame. It is a sum-of-decision-trees model, and is in some sense the Bayesian version of boosting. In the limit of infinite trees, it…

Machine Learning · Statistics 2025-07-14 Giacomo Petrillo

By allowing the effects of $p$ covariates in a linear regression model to vary as functions of $R$ additional effect modifiers, varying-coefficient models (VCMs) strike a compelling balance between interpretable-but-rigid parametric models…

Methodology · Statistics 2025-10-10 Soham Ghosh , Saloni Bhogale , Sameer K. Deshpande