相关论文: Scalable piecewise smoothing with BART

Variable selection is an important statistical problem. This problem becomes more challenging when the candidate predictors are of mixed type (e.g. continuous and binary) and impact the response variable in nonlinear and/or non-additive…

The study of dependence between random variables under external influences is a challenging problem in multivariate analysis. We address this by proposing a novel semi-parametric approach for conditional copula models using Bayesian…

Vector autoregression (VAR) models are widely used for forecasting and macroeconomic analysis, yet they remain limited by their reliance on a linear parameterization. Recent research has introduced nonparametric alternatives, such as…

Many time-to-event studies are complicated by the presence of competing risks. Such data are often analyzed using Cox models for the cause specific hazard function or Fine-Gray models for the subdistribution hazard. In practice regression…

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.…

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…

This paper introduces BART-RDD, a sum-of-trees regression model built around a novel regression tree prior, which incorporates the special covariate structure of regression discontinuity designs. Specifically, the tree splitting process is…

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…

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…

The effectiveness of Bayesian Additive Regression Trees (BART) has been demonstrated in a variety of contexts including non-parametric regression and classification. A BART scheme for estimating the intensity of inhomogeneous Poisson…

Techniques to reduce the energy burden of an industrial ecosystem often require solving a multiobjective optimization problem. However, collecting experimental data can often be either expensive or time-consuming. In such cases, statistical…

Bayesian Additive Regression Trees (BART) has gained widespread popularity, inspiring numerous extensions across diverse applications. However, relatively little attention has been given to modeling dependent data. To fill this gap, we…

Bayesian Additive Regression Trees [BART, Chipman et al., 2010] have gained significant popularity due to their remarkable predictive performance and ability to quantify uncertainty. However, standard decision tree models rely on recursive…

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 paper introduces Type 2 Tobit Bayesian Additive Regression Trees (TOBART-2). BART can produce accurate individual-specific treatment effect estimates. However, in practice estimates are often biased by sample selection. We extend the…

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…

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…

Regression trees are a popular machine learning algorithm that fit piecewise constant models by recursively partitioning the predictor space. This paper focuses on statistical inference for a data-dependent model obtained from a fitted…

The development of driverless vehicles has spurred the need to predict human driving behavior to facilitate interaction between driverless and human-driven vehicles. Predicting human driving movements can be challenging, and poor prediction…

We consider the task of discovering gene regulatory networks, which are defined as sets of genes and the corresponding transcription factors which regulate their expression levels. This can be viewed as a variable selection problem,…