Ju n 20 08 BART : Bayesian Additive Regression Trees

@inproceedings{Chipman2006JuN2,
title={Ju n 20 08 BART : Bayesian Additive Regression Trees},
author={Hugh A. Chipman and Edward I. George and Robert E. McCulloch},
year={2006}
}

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… CONTINUE READING