Heteroscedastic BART via Multiplicative Regression Trees
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DOI: 10.1080/10618600.2019.1677243
Abstract: Abstract Bayesian additive regression trees (BART) has become increasingly popular as a flexible and scalable nonparametric regression approach for modern applied statistics problems. For the practitioner dealing with large and complex nonlinear response surfaces, its… read more here.
Keywords: regression; regression trees; variance; bart via ... See more keywords