Censored response variables--where outcomes are only partially observed due to known bounds--arise in numerous scientific domains and present serious challenges for regression analysis. The Tobit model, a classical solution for handling left-censoring, has been widely used in economics and beyond. However, with the increasing prevalence of high-dimensional data, where the number of covariates exceeds the sample size, traditional Tobit methods become inadequate. While frequentist approaches for high-dimensional Tobit regression have recently been developed, notably through Lasso-based estimators, the Bayesian literature remains sparse and lacks theoretical guarantees. In this work, we propose a novel Bayesian framework for high-dimensional Tobit regression that addresses both censoring and sparsity. Our method leverages the Horseshoe prior to induce shrinkage and employs a data augmentation strategy to facilitate efficient posterior computation via Gibbs sampling. We establish posterior consistency and derive concentration rates under sparsity, providing the first theoretical results for Bayesian Tobit models in high dimensions. Numerical experiments show that our approach outperforms favorably with the recent Lasso-Tobit method. Our method is implemented in the R package tobitbayes, which can be found on Github.

This paper introduces Type 2 Tobit Bayesian Additive Regression Trees (TOBART-2). BART can produce accurate individual-specific treatment effect estimates. However, in practice estimates are often biased by sample selection. We extend the Type 2 Tobit sample selection model to account for nonlinearities and model uncertainty by including sums of trees in both the selection and outcome equations. A Dirichlet Process Mixture distribution for the error terms allows for departure from the assumption of bivariate normally distributed errors. Soft trees and a Dirichlet prior on splitting probabilities improve modeling of smooth and sparse data generating processes. We include a simulation study and an application to the RAND Health Insurance Experiment data set.

Traffic congestion caused by non-recurring incidents such as vehicle crashes and debris is a key issue for Traffic Management Centers (TMCs). Clearing incidents in a timely manner is essential for improving safety and reducing delays and emissions for the traveling public. However, TMCs and other responders face a challenge in predicting the duration of incidents (until the roadway is clear), making decisions of what resources to deploy difficult. To address this problem, this research developed an analytical framework and end-to-end machine-learning solution for predicting incident duration based on information available as soon as an incident report is received. Quality predictions of incident duration can help TMCs and other responders take a proactive approach in deploying responder services such as tow trucks, maintenance crews or activating alternative routes. The predictions use a combination of classification and regression machine learning modules. The performance of the developed solution has been evaluated based on the Mean Absolute Error (MAE), or deviation from the actual incident duration as well as Area Under the Curve (AUC) and Mean Absolute Percentage Error (MAPE). The results showed that the framework significantly improved incident duration prediction compared to methods from previous research.

Monitoring microbiological behaviors in water is crucial to manage public health risk from waterborne pathogens, although quantifying the concentrations of microbiological organisms in water is still challenging because concentrations of many pathogens in water samples may often be below the quantification limit, producing censoring data. To enable statistical analysis based on quantitative values, the true values of non-detected measurements are required to be estimated with high precision. Tobit model is a well-known linear regression model for analyzing censored data. One drawback of the Tobit model is that only the target variable is allowed to be censored. In this study, we devised a novel extension of the classical Tobit model, called the \emph{multi-target Tobit model}, to handle multiple censored variables simultaneously by introducing multiple target variables. For fitting the new model, a numerical stable optimization algorithm was developed based on elaborate theories. Experiments conducted using several real-world water quality datasets provided an evidence that estimating multiple columns jointly gains a great advantage over estimating them separately.