Multivariate Varying-Coefficient BART with Graphical Horseshoe Priors
带图马蹄先验的多元变系数BART模型
Modern multivariate regression problems involve several related outcomes whose regression effects are not only nonlinear, heterogeneous, and outcome-specific, but also where the residual dependence among outcomes is scientifically meaningful. Existing multivariate Bayesian tree-based methods typically address only part of this problem: some impose substantial sharing of tree architecture across outcomes, which is overly restrictive when responses depend on distinct…