Heteroscedastic BART via Multiplicative Regression Trees

DOI10.1080/10618600.2019.1677243OpenAlexW2979548543WikidataQ127131852 ScholiaQ127131852MaRDI QIDQ3391438

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Publication date: 28 March 2022

Published in: Journal of Computational and Graphical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10618600.2019.1677243

zbMATH Keywords

nonparametric regressionbig datauncertainty quantificationapplied statistical inference

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (13)

Inference in Bayesian additive vector autoregressive tree models ⋮ Predicting the Output From a Stochastic Computer Model When a Deterministic Approximation is Available ⋮ Contrast trees and distribution boosting ⋮ Smoothing and adaptation of shifted Pólya tree ensembles ⋮ Adaptive Conditional Distribution Estimation with Bayesian Decision Tree Ensembles ⋮ Semiparametric analysis of clustered interval‐censored survival data using soft Bayesian additive regression trees (SBART) ⋮ TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES ⋮ Gibbs Priors for Bayesian Nonparametric Variable Selection with Weak Learners ⋮ Predictive Distribution Modeling Using Transformation Forests ⋮ Transformation boosting machines ⋮ Heteroscedastic BART via Multiplicative Regression Trees ⋮ Analyzing stochastic computer models: a review with opportunities ⋮ Log-Linear Bayesian Additive Regression Trees for Multinomial Logistic and Count Regression Models

Uses Software

• R
• energy
• AdaBoost.MH
• Vowpal Wabbit
• BartPy
• rbart

Cites Work

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• Greedy function approximation: A gradient boosting machine.
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• Fisher lecture: Dimension reduction in regression
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• Heteroscedastic BART via Multiplicative Regression Trees
• Regression Quantiles
• A Bayesian CART algorithm
• A Full Scale Approximation of Covariance Functions for Large Spatial Data Sets
• A Generalized Least-Square Matrix Decomposition
• Dynamic Trees for Learning and Design
• Bayesian Analysis of Binary and Polychotomous Response Data
• Strictly Proper Scoring Rules, Prediction, and Estimation
• Random forests
• Bayesian treed models

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