相关论文: Local Gaussian process extrapolation for BART mode…

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…

The increased demand for online prediction and the growing availability of large data sets drives the need for computationally efficient models. While exact Gaussian process regression shows various favorable theoretical properties…

Determining subgroups that respond especially well (or poorly) to specific interventions (medical or policy) requires new supervised learning methods tailored specifically for causal inference. Bayesian Causal Forest (BCF) is a recent…

Some applied researchers hesitate to use nonparametric methods, worrying that they will lose power in small samples or overfit the data when simpler models are sufficient. We argue that at least some of these concerns are unfounded when…

Extrinsic Gaussian process regression methods, such as wrapped Gaussian process, have been developed to analyze manifold data. However, there is a lack of intrinsic Gaussian process methods for studying complex data with manifold-valued…

We consider conducting inference on the output of the Classification and Regression Tree (CART) [Breiman et al., 1984] algorithm. A naive approach to inference that does not account for the fact that the tree was estimated from the data…

In many applications involving point pattern data, the Poisson process assumption is unrealistic, with the data exhibiting a more regular spread. Such a repulsion between events is exhibited by trees for example, because of competition for…

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…

We propose a new Bayesian Neural Net formulation that affords variational inference for which the evidence lower bound is analytically tractable subject to a tight approximation. We achieve this tractability by (i) decomposing ReLU…

Classification and Regression Trees (CARTs) are off-the-shelf techniques in modern Statistics and Machine Learning. CARTs are traditionally built by means of a greedy procedure, sequentially deciding the splitting predictor variable(s) and…

Recently, a very attractive logistic regression inference method for exponential family Gibbs spatial point processes was introduced. We combined it with the technique of quadratic tangential variational approximation and derived a new…

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)…

Bayesian networks can be used to extract explanations about the observed state of a subset of variables. In this paper, we explicate the desiderata of an explanation and confront them with the concept of explanation proposed by existing…

Multilabel Classification (MLC) deals with the simultaneous classification of multiple binary labels. The task is challenging because, not only may there be arbitrarily different and complex relationships between predictor variables and…

We study the problem of causal discovery through targeted interventions. Starting from few observational measurements, we follow a Bayesian active learning approach to perform those experiments which, in expectation with respect to the…

We propose a Bayesian propensity score-augmented latent factor model for causal inference with time-series cross-sectional data. The framework explicitly models the treatment assignment mechanism by incorporating latent factor loadings,…

Through sequential construction of posteriors on observing data online, Bayes' theorem provides a natural framework for continual learning. We develop Variational Auto-Regressive Gaussian Processes (VAR-GPs), a principled posterior updating…

Decision Trees are some of the most popular machine learning models today due to their out-of-the-box performance and interpretability. Often, Decision Trees models are constructed greedily in a top-down fashion via heuristic search…

In this paper, we introduce the notion of Gaussian processes indexed by probability density functions for extending the Mat\'ern family of covariance functions. We use some tools from information geometry to improve the efficiency and the…

In computational physics, machine learning has now emerged as a powerful complementary tool to explore efficiently candidate designs in engineering studies. Outputs in such supervised problems are signals defined on meshes, and a natural…