Department of Mathematics and Statistics

Department of Mathematics and Statistics
Department of Mathematics and Statistics

Department Colloquium

Matthew Pratola (OSU)

Friday, November 29th, 2019

Time: 2:30 p.m.  Place: Jeffery Hall 234

Speaker: Matthew Pratola (OSU)

Title: Bayesian Additive Regression Trees for Statistical Learning.

Abstract: Regression trees are flexible non-parametric models that are well suited to many modern statistical learning problems. Many such tree models have been proposed, from the simple single-tree model (e.g.~Classification and Regression Trees -- CART) to more complex tree ensembles (e.g.~Random Forests). Their nonparametric formulation allows one to model datasets exhibiting complex non-linear relationships between predictors and the response. A recent innovation in the statistical literature is the development of a Bayesian analogue to these classical regression tree models. The benefit of the Bayesian approach is the ability to quantify uncertainties within a holistic Bayesian framework. We introduce the most popular variant, the Bayesian Additive Regression Trees (BART) model, and describe recent innovations to this framework such as improved Markov Chain Monte Carlo sampling and a heteroscedastic variant (HBART). We conclude with some of the exciting research directions currently being explored.

Dr. Matthew Pratola is an associate professor of statistics at the Ohio State University. His research program is focused on two areas of statistical methodology: (1) statistical models and methodology for calibrating complex simulation models to real-world observations for parameter estimation, prediction and uncertainty quantification; and (2) statistical models and methodology for computationally scalable and flexible Bayesian non-parametric regression models for high-dimensional "big data" and parallel computation. His work is motivated by applied collaborations and has worked with researchers at the National Center for Atmospheric Research, Los Alamos National Laboratories, the Biocomplexity Institute of Virginia Tech, King Abdullah University of Science and Technology and the JADS Institute.