Variable selection and sensitivity analysis using dynamic trees, with an application to computer code performance tuning

DOI10.1214/12-AOAS590zbMath1454.62239arXiv1108.4739MaRDI QIDQ1951519

Stefan M. Wild, Robert B. Gramacy, Matthew A. Taddy

Publication date: 6 June 2013

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

Full work available at URL: https://arxiv.org/abs/1108.4739

zbMATH Keywords

sensitivity analysisvariable selectioncomputer experimentsexploratory data analysisCARTBayesian methodsparticle filteringBayesian regression trees

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Bayesian inference (62F15) Response surface designs (62K20)

Related Items (4)

Bayesian Neural Networks for Selection of Drug Sensitive Genes ⋮ A variance-based method to rank input variables of the mesh adaptive direct search algorithm ⋮ Variable selection for BART: an application to gene regulation ⋮ A Bayesian regression tree approach to identify the effect of nanoparticles' properties on toxicity profiles

Uses Software

• BLAS
• UCI-ml
• gss
• EGO
• tgp
• dynaTree
• GUI-HDMR
• BayesTree
• glmnet
• ElemStatLearn
• reglogit
• BartPy

Cites Work

• BART: Bayesian additive regression trees
• GUI-HDMR
• Accurate emulators for large-scale computer experiments
• Particle learning and smoothing
• Variable selection in nonparametric additive models
• Multivariate adaptive regression splines
• Efficient global optimization of expensive black-box functions
• The design and analysis of computer experiments.
• Making best use of model evaluations to compute sensitivity indices
• Simulation-based regularized logistic regression
• Powerful Tests for Detecting a Gene Effect in the Presence of Possible Gene-Gene Interactions Using Garrote Kernel Machines
• Penalized Gaussian Process Regression and Classification for High-Dimensional Nonlinear Data
• Better Subset Regression Using the Nonnegative Garrote
• Inference for a Proton Accelerator Using Convolution Models
• Bayesian Inference on Network Traffic Using Link Count Data
• On the Relative Importance of Input Factors in Mathematical Models
• Probabilistic Sensitivity Analysis of Complex Models: A Bayesian Approach
• Predicting Vehicle Crashworthiness: Validation of Computer Models for Functional and Hierarchical Data
• Dynamic Trees for Learning and Design
• An updated set of basic linear algebra subprograms (BLAS)
• Problems in the Analysis of Survey Data, and a Proposal
• Smoothing spline ANOVA models
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