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math.ST2019
Uncertainty Quantification for Bayesian CART
Ismael Castillo, Veronika Rockova
This work affords new insights into Bayesian CART in the context of structured wavelet shrinkage. The main thrust is to develop a formal inferential framework for Bayesian tree-bas…
math.ST2019★ 3 cited
On Semi-parametric Bernstein-von Mises Theorems for BART
Veronika Rockova
Few methods in Bayesian non-parametric statistics/ machine learning have received as much attention as Bayesian Additive Regression Trees (BART). While BART is now routinely perfor…