相关论文: VCBART: Bayesian trees for varying coefficients

Gradient boosted trees are competition-winning, general-purpose, non-parametric regressors, which exploit sequential model fitting and gradient descent to minimize a specific loss function. The most popular implementations are tailored to…

Extended cure survival models enable to separate covariates that affect the probability of an event (or `long-term' survival) from those only affecting the event timing (or `short-term' survival). We propose to generalize the bounded…

Varying coefficient model is often used in statistical modeling since it is more flexible than the parametric model. However, model detection and variable selection of varying coefficient model are poorly understood in mode regression.…

With the advancements of computer architectures, the use of computational models proliferates to solve complex problems in many scientific applications such as nuclear physics and climate research. However, the potential of such models is…

Latent variable models are popularly used to measure latent factors (e.g., abilities and personalities) from large-scale assessment data. Beyond understanding these latent factors, the covariate effect on responses controlling for latent…

Individualized treatment rules (ITR) can improve health outcomes by recognizing that patients may respond differently to treatment and assigning therapy with the most desirable predicted outcome for each individual. Flexible and efficient…

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…

In prediction tasks with multi-class outcomes, identifying covariates specifically associated with one or more outcome classes can be important. Conventional variable importance measures (VIMs) from random forests (RFs), like permutation…

While there have been a lot of recent developments in the context of Bayesian model selection and variable selection for high dimensional linear models, there is not much work in the presence of change point in literature, unlike the…

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.…

Analysis of observational studies increasingly confronts the challenge of determining which of a possibly high-dimensional set of available covariates are required to satisfy the assumption of ignorable treatment assignment for estimation…

We consider a sparse high-dimensional varying coefficients model with random effects, a flexible linear model allowing covariates and coefficients to have a functional dependence with time. For each individual, we observe discretely sampled…

Functional concurrent, or varying-coefficient, regression models are commonly used in biomedical and clinical settings to investigate how the relation between an outcome and observed covariate varies as a function of another covariate. In…

Model selection is a crucial issue in machine-learning and a wide variety of penalisation methods (with possibly data dependent complexity penalties) have recently been introduced for this purpose. However their empirical performance is…

This paper develops on-line inference for the multivariate local level model, with the focus being placed on covariance estimation of the innovations. We assess the application of the inverse Wishart prior distribution in this context and…

Traditional neural networks are simple to train but they typically produce overconfident predictions. In contrast, Bayesian neural networks provide good uncertainty quantification but optimizing them is time consuming due to the large…

The increasing complexity of data requires methods and models that can effectively handle intricate structures, as simplifying them would result in loss of information. While several analytical tools have been developed to work with complex…

Using data collected on almost every 9-12 years old student in Uruguay, we show how to apply Bayesian Additive Regression Trees (BART) with random effects to study performance association with Learning Managment System (LMS) activity and…

We discuss efficient Bayesian estimation of dynamic covariance matrices in multivariate time series through a factor stochastic volatility model. In particular, we propose two interweaving strategies (Yu and Meng, Journal of Computational…

Modeling correlation (and covariance) matrices can be challenging due to the positive-definiteness constraint and potential high-dimensionality. Our approach is to decompose the covariance matrix into the correlation and variance matrices…