Posts tagged non-parametric
Quantile Regression with BART
- 25 January 2023
Usually when doing regression we model the conditional mean of some distribution. Common cases are a Normal distribution for continuous unbounded responses, a Poisson distribution for count data, etc.
Bayesian Additive Regression Trees: Introduction
- 21 December 2021
Bayesian additive regression trees (BART) is a non-parametric regression approach. If we have some covariates \(X\) and we want to use them to model \(Y\), a BART model (omitting the priors) can be represented as: