14 citations · 28 across the 7 of their papers we have counts for
Showing 2019Show all
3 papers · 1 filter
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…
stat.ME2019
Adaptive Bayesian SLOPE -- High-dimensional Model Selection with Missing Values
Wei Jiang, Malgorzata Bogdan, Julie Josse +3
We consider the problem of variable selection in high-dimensional settings with missing observations among the covariates. To address this relatively understudied problem, we propo…
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…