Bayesian Regression Trees for High-Dimensional Prediction and Variable Selection

DOI10.1080/01621459.2016.1264957zbMath1398.62065OpenAlexW2564036198MaRDI QIDQ4962428

Antonio R. Linero

Publication date: 2 November 2018

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01621459.2016.1264957

zbMATH Keywords

Bayesian learningnonparametric regressiondecision treesvariable selectionrandom forestsBayesian additive regression trees

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Bayesian inference (62F15)

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Uses Software

• bartMachine
• GPstuff
• EMVS
• obliqueRF

Cites Work

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• BART: Bayesian additive regression trees
• Variable selection for BART: an application to gene regulation
• Efficient Metropolis-Hastings proposal mechanisms for Bayesian regression tree models
• Multivariate adaptive regression splines
• Bayesian backfitting. (With comments and a rejoinder).
• Optimal predictive model selection.
• Minimax-optimal nonparametric regression in high dimensions
• Anisotropic function estimation using multi-bandwidth Gaussian processes
• Consistency of random forests
• Surface estimation, variable selection, and the nonparametric oracle property
• A Bayesian CART algorithm
• Sparse Additive Models
• EMVS: The EM Approach to Bayesian Variable Selection
• Dirichlet–Laplace Priors for Optimal Shrinkage
• Reinforcement Learning Trees
• Random forests