Multinomial probit Bayesian additive regression trees
نویسندگان
چکیده
منابع مشابه
Bayesian Additive Regression Trees
We develop a Bayesian “sum-of-trees” model where each tree is constrained by a regularization prior to be a weak learner, and fitting and inference are accomplished via an iterative Bayesian backfitting MCMC algorithm that generates samples from a posterior. Effectively, BART is a nonparametric Bayesian regression approach which uses dimensionally adaptive random basis elements. Motivated by en...
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We develop a Bayesian “sum-of-trees” model where each tree is constrained by a regularization prior to be a weak learner, and fitting and inference are accomplished via an iterative Bayesian backfitting MCMC algorithm that generates samples from a posterior. Effectively, BART is a nonparametric Bayesian regression approach which uses dimensionally adaptive random basis elements. Motivated by en...
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ژورنال
عنوان ژورنال: Stat
سال: 2016
ISSN: 2049-1573,2049-1573
DOI: 10.1002/sta4.110