Variable selection using Bayesian additive regression trees
From MaRDI portal
Cites work
- BART: Bayesian additive regression trees
- Bayesian Analysis of Binary and Polychotomous Response Data
- Bayesian backfitting. (With comments and a rejoinder).
- Bayesian regression trees for high-dimensional prediction and variable selection
- Dirichlet-Laplace priors for optimal shrinkage
- Erratum to: ``Practical Bayesian model evaluation using leave-one-out cross-validation and WAIC
- Greedy function approximation: A gradient boosting machine.
- scientific article; zbMATH DE number 597911 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Monte Carlo sampling methods using Markov chains and their applications
- Multivariate adaptive regression splines
- Optimal predictive model selection.
- Posterior concentration for Bayesian regression trees and forests
- Random forests
- Reinforcement learning trees
- Rejoinder: Bayesian Effect Estimation Accounting for Adjustment Uncertainty
- Stochastic gradient boosting.
- Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
- The horseshoe estimator for sparse signals
- Variable selection for BART: an application to gene regulation
- Variable Selection with ABC Bayesian Forests
This page was built for publication: Variable selection using Bayesian additive regression trees
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6577814)