Efficient Metropolis-Hastings proposal mechanisms for Bayesian regression tree models

DOI10.1214/16-BA999zbMath1357.62178arXiv1312.1895OpenAlexW2293510337MaRDI QIDQ516518

Matthew T. Pratola

Publication date: 14 March 2017

Published in: Bayesian Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1312.1895

zbMATH Keywords

Markov chain Monte Carlocoverage probabilitycomputer experimentsuncertainty quantificationproposal distributioncredible interval

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Bayesian inference (62F15) Monte Carlo methods (65C05)

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