Bayesian additive regression trees (BART) can require many splits to approximate boundaries misaligned with the predictor axes. RoBART assigns each tree a rotation shared by all internal nodes, retain...
arXiv:2609. 27930v1 Announce Type: cross Abstract: We propose a Bayesian nonparametric mixture of regression trees with a Dirichlet process prior over tree-parameter pairs, enabling data-driven selection of ensemble size and unifying CART, BART, random forests, and boosting.
By Subhasish Basak, Anik Roy, Sourabh Bhattacharya
arXiv:2607.28844v2 Announce Type: replace-cross
Abstract: Bayesian Additive Regression Trees (BART) have shown state-of-the-art performance in both prediction and causal inference problems. Previous...
By Cory McCartan, Melody Huang
arXiv:2502.16888v3 Announce Type: replace-cross
Abstract: Motivated by the remarkable success of Bayesian additive regression trees (BART) in regression modelling, we propose a novel nonparametric Ba...
By Jiahao Cao, Shiyuan He, Bohai Zhang
The paper introduces ResTGP, a Bayesian residual tree Gaussian Process framework designed for large, high‑dimensional spatial datasets with heterogeneous structures. It decomposes a Gaussian process across a dyadic tree, iteratively computing predictive and residual processes at each node to capture multi‑scale covariance efficiently. The method employs recursive message passing for linear‑time Bayesian inference and demonstrates posterior consistency, with numerical experiments and a storm surge application highlighting its advantages.
By Pulong Ma, Li Ma
arXiv:2608. 15649v1 Announce Type: cross Abstract: The popular CART algorithm for regression trees combines a greedy splitting rule with a stopping rule, but while the splitting rule has been well studied, the statistical role of stopping rules is less well understood.
By Zineng Xu, Yuchao Cai, Yan Shuo Tan
The paper introduces a Bayesian approach to matrix completion that uses a nuclear norm-based prior and addresses the challenge of unknown noise variance by placing a prior on it. It presents the first sampler for this model, providing a non‑asymptotic polynomial‑time guarantee in terms of matrix dimensions and desired accuracy. The method discretizes the noise precision and employs thermodynamic integration to construct a categorical posterior, offering a feasibility result for Bayesian sampling in non‑log‑concave settings.
By Calvin Tolbert
arXiv:2604. 06464v2 Announce Type: replace Abstract: Conformal prediction provides distribution-free prediction intervals with finite-sample coverage guarantees, and recent work by Snell \& Griffiths reframes it as Bayesian Quadrature (BQ-CP), yielding powerful data-conditional guarantees via Dirichlet posteriors over thresholds.
By Xiayin Lou, Peng Luo
arXiv:2602. 11059v2 Announce Type: replace-cross Abstract: This paper addresses the issue of inversion in cases where (1) the observation system is modeled by a linear transformation and additive error, (2) the problem is ill-posed and regularization relies on a Bayesian strategy, (3)~the prior is modeled by a diffusion process adjusted on an available large set of examples.
By Jean-Fran\c{c}ois Giovannelli
arXiv:2606.22346v2 Announce Type: replace-cross
Abstract: Principled regression for stochastic processes is a long-standing challenge with deep connections to scientific inverse problems. We introduc...
By Yaozhong Shi, Zachary E. Ross, Yisong Yue
Inference of phylogenetic trees from sequences plays a central role in understanding evolutionary relationships, with applications ranging from tracking pathogen spread to reconstructing the history o...
arXiv:2510. 10968v3 Announce Type: replace Abstract: Derivative-free Bayesian inversion arises in science and engineering applications, particularly when forward model is costly or infeasible to differentiate through.
By Hongkai Zheng, Austin Wang, Zihui Wu, Zhengyu Huang, Ricardo Baptista, Yisong Yue