Determining subgroups that respond especially well (or poorly) to specif...
Bayesian additive regression trees (BART) is a semi-parametric regressio...
We use the theory of normal variance-mean mixtures to derive a data
augm...
This paper develops a novel stochastic tree ensemble method for nonlinea...
In this paper, we present a load-balancing approach to analyze and parti...
Probability density functions that include the gamma function are widely...
We present a Bayesian hierarchical framework for both cross-sectional an...
Although less widely known than random forests or boosted regression tre...
This paper develops a slice sampler for Bayesian linear regression model...
Deep learning searches for nonlinear factors for predicting asset return...