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math.ST2023★ 1 cited
Adaptive Bayesian Predictive Inference in High-dimensional Regerssion
Veronika Rockova
Bayesian predictive inference provides a coherent description of entire predictive uncertainty through predictive distributions. We examine several widely used sparsity priors from…
math.ST2017
Posterior Concentration for Bayesian Regression Trees and Forests
Veronika Rockova, Stephanie van der Pas
Since their inception in the 1980's, regression trees have been one of the more widely used non-parametric prediction methods. Tree-structured methods yield a histogram reconstruct…