2 papers
stat.ME2026
Bayesian Additive Regression Tree Copula Processes for Scalable Distributional Prediction
Jan Martin Wenkel, Michael Stanley Smith, Nadja Klein
We show how to construct the implied copula process of response values from a Bayesian additive regression tree (BART) model with prior on the leaf node variances. This copula proc…
stat.ML2025
Vector Copula Variational Inference and Dependent Block Posterior Approximations
Yu Fu, Michael Stanley Smith, Anastasios Panagiotelis
The key to VI is the selection of a tractable density to approximate the Bayesian posterior. For large and complex models a common choice is to assume independence between multivar…