Adaptive Conditional Distribution Estimation with Bayesian Decision Tree Ensembles
基于贝叶斯决策树集成的自适应条件分布估计
We present a Bayesian nonparametric model for conditional distribution estimation using Bayesian additive regression trees (BART). The generative model we use is based on rejection sampling from a base model. Like other BART models, our model is flexible, has a default prior specification, and is computationally convenient. To address the distinguished role of the response in our BART model, we introduce an approach to targeted smoothing of BART models which is of…