Rob McCulloch Home Page

contact info:

Robert McCulloch
Katherine Dusak Miller Professor
of Econometrics and Statistics
University of Chicago
Booth School of Business
5807 S Woodlawn ave.
Chicago, IL

Office: Harper 365
email: robert.mcculloch at


Data Sets



Curriculum Vitae

Some papers and talks

Some Recent Talks:

Ensemble Modeling of Heteroskedasticity with Multiplicative Trees
September 2, 2015, Wharton, University of Pensylvania.

A General Approach to Variable Selection for Bayesian Nonparametric Models
JSM, August 10, 2015.

Bayesian Regression Trees, Nonparametric Heteroscedastic Regression Modeling and MCMC Sampling
10th Conference on Baysian Nonparametrics.



``Parallel Bayesian Additive Regression Trees'', (2014),
Journal of Computational and Graphical Statistics.
(with Chipman, H., Gattiker, J., Higdon, D., Pratola, M., W. Rust)

zip file for mpi bart code (see REAME.txt after unzip)

Bayes Tree:

simple R script to do variable selection using BART:  do_simple_var-sel.R

Here is a R-script which runs some a simple simulated example with binary y:  do-binary.R

Old CART code and variable selection code:  here