Uncertainty in gradient boosting via ensembles

A Malinin, L Prokhorenkova, A Ustimenko - arxiv preprint arxiv …, 2020 - arxiv.org
For many practical, high-risk applications, it is essential to quantify uncertainty in a model's
predictions to avoid costly mistakes. While predictive uncertainty is widely studied for neural …

The how and why of Bayesian nonparametric causal inference

AR Linero, JL Antonelli - Wiley Interdisciplinary Reviews …, 2023 - Wiley Online Library
Spurred on by recent successes in causal inference competitions, Bayesian nonparametric
(and high‐dimensional) methods have recently seen increased attention in the causal …

Barp: Improving mister p using bayesian additive regression trees

J Bisbee - American Political Science Review, 2019 - cambridge.org
Multilevel regression and post-stratification (MRP) is the current gold standard for
extrapolating opinion data from nationally representative surveys to smaller geographic …

Mediation analysis using Bayesian tree ensembles.

AR Linero, Q Zhang - Psychological Methods, 2022 - psycnet.apa.org
We present a general framework for causal mediation analysis using nonparametric
Bayesian methods in the potential outcomes framework. Our model, which we refer to as the …

Bayesian survival tree ensembles with submodel shrinkage

AR Linero, P Basak, Y Li, D Sinha - Bayesian Analysis, 2022 - projecteuclid.org
Bayesian Survival Tree Ensembles with Submodel Shrinkage Page 1 Bayesian Analysis (2022)
17, Number 3, pp. 997–1020 Bayesian Survival Tree Ensembles with Submodel Shrinkage …

Semiparametric mixed‐scale models using shared Bayesian forests

AR Linero, D Sinha, SR Lipsitz - Biometrics, 2020 - Wiley Online Library
This paper demonstrates the advantages of sharing information about unknown features of
covariates across multiple model components in various nonparametric regression …

Stochastic tree ensembles for regularized nonlinear regression

J He, PR Hahn - Journal of the American Statistical Association, 2023 - Taylor & Francis
This article develops a novel stochastic tree ensemble method for nonlinear regression,
referred to as accelerated Bayesian additive regression trees, or XBART. By combining …

Bayesian additive regression trees with model trees

EB Prado, RA Moral, AC Parnell - Statistics and Computing, 2021 - Springer
Bayesian additive regression trees (BART) is a tree-based machine learning method that
has been successfully applied to regression and classification problems. BART assumes …

Semiparametric analysis of clustered interval‐censored survival data using soft Bayesian additive regression trees (SBART)

P Basak, A Linero, D Sinha, S Lipsitz - Biometrics, 2022 - Wiley Online Library
Popular parametric and semiparametric hazards regression models for clustered survival
data are inappropriate and inadequate when the unknown effects of different covariates and …

Application of Bayesian Additive Regression Trees for Estimating Daily Concentrations of PM2.5 Components

T Zhang, G Geng, Y Liu, HH Chang - Atmosphere, 2020 - mdpi.com
Bayesian additive regression tree (BART) is a recent statistical method that combines
ensemble learning and nonparametric regression. BART is constructed under a probabilistic …