Related papers: Defensive Model Expansion for Robust Bayesian Infe…
Statistical inference with nonresponse is quite challenging, especially when the response mechanism is nonignorable. In this case, the validity of statistical inference depends on untestable correct specification of the response model. To…
Modal regression has emerged as a flexible alternative to classical regression models when the conditional mean or median are unable to adequately capture the underlying relation between a response and a predictor variable. This approach is…
Dealing with missing data poses significant challenges in predictive analysis, often leading to biased conclusions when oversimplified assumptions about the missing data process are made. In cases where the data are missing not at random…
We propose a framework for analyzing the sensitivity of counterfactuals to parametric assumptions about the distribution of latent variables in structural models. In particular, we derive bounds on counterfactuals as the distribution of…
This study examines the optimal selections of bandwidth and semi-metric for a functional partial linear model. Our proposed method begins by estimating the unknown error density using a kernel density estimator of residuals, where the…
The declining response rates in probability surveys along with the widespread availability of unstructured data has led to growing research into non-probability samples. Existing robust approaches are not well-developed for non-Gaussian…
Neural models are usually adapted through changes in parameters shared among model components via fine-tuning, alignment-based training, and reinforcement learning. These changes have been found effective in short-term optimization.…
We propose the Bayesian adaptive Lasso (BaLasso) for variable selection and coefficient estimation in linear regression. The BaLasso is adaptive to the signal level by adopting different shrinkage for different coefficients. Furthermore, we…
This paper considers (partial) identification of a variety of counterfactual parameters in binary response models with possibly endogenous regressors. Our framework allows for nonseparable index functions with multi-dimensional latent…
We apply Bayesian Additive Regression Tree (BART) principles to training an ensemble of small neural networks for regression tasks. Using Markov Chain Monte Carlo, we sample from the posterior distribution of neural networks that have a…
Protection equipment is used to prevent damage to induction motor loads by isolating them from power systems in the event of severe faults. Modeling the response of induction motor loads and their protection is vital for power system…
Hierarchical Bayesian models are increasingly used in large, inhomogeneous complex network dynamical systems by modeling parameters as draws from a hyperparameter-governed distribution. However, theoretical guarantees for these estimates as…
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,…
Medical prediction applications often need to deal with small sample sizes compared to the number of covariates. Such data pose problems for prediction and variable selection, especially when the covariate-response relationship is…
Bayesian additive regression trees (BART) is a semi-parametric regression model offering state-of-the-art performance on out-of-sample prediction. Despite this success, standard implementations of BART typically provide inaccurate…
We study a nonparametric Bayesian approach to linear inverse problems under discrete observations. We use the discrete Fourier transform to convert our model into a truncated Gaussian sequence model, that is closely related to the classical…
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…
Nonlinear function estimation is core to modern machine learning applications. In this paper, to perform nonlinear function estimation, we reduce a nonlinear inverse problem to a linear one using a polynomial kernel expansion. These kernels…
Autoregressive and recurrent networks have achieved remarkable progress across various fields, from weather forecasting to molecular generation and Large Language Models. Despite their strong predictive capabilities, these models lack a…
We propose a Bayesian nonparametric (BNP) approach to causal inference using observational data consisting of outcome, treatment, and a set of confounders. The conditional distribution of the outcome given treatment and confounders is…