BART: Bayesian additive regression trees

DOI10.1214/09-AOAS285zbMath1189.62066arXiv0806.3286OpenAlexW3099006712MaRDI QIDQ65651

Edward I. George, Hugh A. Chipman, Robert E. McCulloch, Robert E. McCulloch, Hugh A. Chipman, Edward I. George

Publication date: 1 March 2010

Published in: The Annals of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0806.3286

zbMATH Keywords

classificationprobit modelnonparametric regressionvariable selectionCARTboostingweak learnerMCMCensembleBayesian backfittingrandom basisregularizatiosum-of-trees model

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Bayesian inference (62F15)

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Uses Software

• R
• MASS (R)
• ROCR
• LIBSVM
• e1071
• gbm
• AdaBoost.MH
• BartPy

Cites Work

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• An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
• A spatially-adjusted Bayesian additive regression tree model to merge two datasets

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