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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.ME2024
Cutting Feedback in Misspecified Copula Models
Michael Stanley Smith, Weichang Yu, David J. Nott +1
In copula models the marginal distributions and copula function are specified separately. We treat these as two modules in a modular Bayesian inference framework, and propose condu…