Ahmadou Dicko

@ahmadoudicko.com

Statistician | data for social good | humanitarian | #rstats and #julialang enthusiast ⚡ ahmadoudicko.com

New WP w/@melodyyhuang.bsky.social studying the success of BART models, which regularly win causal inference competitions! We argue that BART should be thought of as a random features approximation to a limiting GP. This view helps understand BART & apply it in more places arxiv.org/abs/2607.28844

Seeing the Forest for the Trees: The Gaussian Process Limit of BART

Cory McCartan & Melody Huang

Abstract:
Bayesian Additive Regression Trees (BART) have shown state-of-the-art performance in both prediction and causal inference problems. Previous theoretical work has attempted to explain BART’s superior performance by establishing posterior contraction rates for standard BART models, but these rates depend strongly on the number of covariates. Here, we take a different approach and study the behavior of BART as the number of trees grows towards infinity. We show that in this regime, BART converges to a Gaussian process (GP) with a particular kernel. The kernel and its corresponding reproducing kernel Hilbert space (RKHS) have favorable inferential properties that help explain BART’s excellent performance. We introduce random tree features as an approximation to this limiting GP, and establish minimax-optimal learning rates for ridge
regression on these random features that depend only logarithmically on dimension. In addition to providing insight into the empirical success of BART, random tree features offer a computational benefit over traditional MCMC estimation. The random-features approximation also allows
practitioners to easily incorporate BART into any model which has a linear predictor, expanding the applicability and flexibility of BART.

BASE R GIRLIES OUR TIME HAS COME Come hang with us, ask Ella questions (I know Isabella and I will), and learn something new. Don't think you use base R? You use it pretty much each and every time you use R! #baseRgirly Also, we're a delight ✨

Isabella Velásquez@ivelasq3.bsky.social · 4mo ago

Did you know you (yes, YOU!) can contribute to base R? Base R is the foundation of everything #RStats. If you’ve ever found a bug or thought of an improvement, you can help shape the language. Join @ellakaye.co.uk on the Posit Data Science Lab tomorrow to learn how to get started! pos.it/dslab

Promotional graphic for a "Contributing to base R" event with Ella Kaye on Tuesday, March 31 @ 12 pm ET at pos.it/dslab. The background features a large blue R logo over faint grey statistical plots, including a scatter plot, histogram, and line graph.

I love R for everything statistics, but I've always been a little jealous of statisticians using SPSS Complex Samples or SAS SURVEYSELECT to design their samples. So I decided to build samplyr, a tidy and pipe-friendly grammar for survey sampling design in #rstats. dickoa.gitlab.io/samplyr/inde...

GitHub - dickoa/samplyr: A Tidy Grammar for Survey Sampling

A Tidy Grammar for Survey Sampling. Contribute to dickoa/samplyr development by creating an account on GitHub.

github.com