Posts by Juan Orduz
Modeling Heteroscedasticity with BART
- 04 January 2023
In this notebook we show how to use BART to model heteroscedasticity as described in Section 4.1 of pymc-bart
’s paper [Quiroga et al., 2022]. We use the marketing
data set provided by the R package datarium
[Kassambara, 2019]. The idea is to model a marketing channel contribution to sales as a function of budget.