Efficient Metropolis–Hastings Proposal Mechanisms for Bayesian Regression Tree Models

Bayesian Analysis

Matthew T. Pratola¹ 

关键词: Markov chain Monte Carlo;    proposal distribution;    computer experiments;    uncertainty quantification;    credible interval;    coverage probability;   

DOI  :  10.1214/16-BA999

学科分类：统计和概率

来源: Institute of Mathematical Statistics

【 摘 要 】

Bayesian regression trees are flexible non-parametric models that are well suited to many modern statistical regression problems. Many such tree models have been proposed, from the simple single-tree model to more complex tree ensembles. Their nonparametr

【 授权许可】

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