swMATH ID: 7995
Software Authors: Hugh Chipman, Robert McCulloch
Description: BayesTree: Bayesian Methods for Tree Based Models: Implementation of BART: Bayesian Additive Regression Trees. We develop a Bayesian “sum-of-trees” model where each tree is constrained by a regularization prior to be a weak learner, and fitting and inference are accomplished via an iterative Bayesian backfitting MCMC algorithm that generates samples from a posterior. Effectively, BART is a nonparametric Bayesian regression approach which uses dimensionally adaptive random basis elements. Motivated by ensemble methods in general, and boosting algorithms in particular, BART is defined by a statistical model: a prior and a likelihood. This approach enables full posterior inference including point and interval estimates of the unknown regression function as well as the marginal effects of potential predictors. By keeping track of predictor inclusion frequencies, BART can also be used for model-free variable selection. BART’s many features are illustrated with a bake-off against competing methods on 42 different data sets, with a simulation experiment and on a drug discovery classification problem.
Homepage: http://cran.r-project.org/web/packages/BayesTree/index.html
Source Code:  https://github.com/cran/BayesTree
Dependencies: R
Related Software: BartPy; R; BART; bartMachine; UCI-ml; glmnet; ElemStatLearn; BayesDA; tgp; randomForest; XGBoost; grf; AdaBoost.MH; dbarts; tsbart; GitHub; gss; BART-BMA; ranger; SuperLearner
Cited in: 155 Documents
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Cited by 405 Authors

6 Murray, Jared S.
5 Carvalho, Carlos Marinho
5 George, Edward I.
5 Müller, Peter
5 Wager, Stefan
4 Chipman, Hugh A.
4 Dunson, David Brian
4 McCulloch, Robert Edward
4 Parnell, Andrew C.
4 Ročková, Veronika
4 Yu, Qingzhao
3 Athey, Susan
3 Flaxman, Seth R.
3 Francom, Devin
3 Hahn, P. Richard
3 Holmes, Christopher C.
3 Huber, Florian
3 Kapelner, Adam
3 Li, Bin
3 Linero, Antonio R.
3 Nethery, Rachel C.
3 Roy, Jason A.
2 Antonelli, Joseph L.
2 Bleich, Justin
2 Caron, Alberto
2 Castillo, Ismaël
2 Daniels, Michael J.
2 Dominici, Francesca
2 Durante, Daniele
2 Fang, Zhide
2 He, Jingyu
2 Hernández, Belinda
2 Hu, Ruimeng
2 Imai, Kosuke
2 Jasra, Ajay
2 Ji, Yuan
2 Koop, Gary
2 Kowal, Daniel R.
2 Lee, Thomas C. M.
2 Liang, Faming
2 Manolopoulou, Ioanna
2 Mealli, Fabrizia
2 Moral, Rafael A.
2 Oganisian, Arman
2 Pati, Debdeep
2 Peng, Lu
2 Pfarrhofer, Michael
2 Prado, Estevão B.
2 Quintana, Fernando Andrés
2 Randrianarisoa, Thibault
2 Rudin, Cynthia
2 Sansó, Bruno
2 Scornet, Erwan
2 Scott, James G.
2 Starling, Jennifer E.
2 Tibshirani, Julie
2 Villani, Mattias
2 Wu, Suofei
1 Abba, Mohamed A.
1 Abe, Hiroyasu
1 Ackerman, Benjamin
1 Adelman, Daniel
1 Afrabandpey, Homayun
1 Ai, Jing
1 Aiken, Abigail R. A.
1 Aivaliotis, Georgios
1 Alabi, Daniel
1 Aljbaae, S.
1 Anceschi, Niccolo
1 Angelino, Elaine
1 Arbel, Julyan
1 Axon, Robert Neal
1 Bai, Xuying
1 Baio, Gianluca
1 Bansal, Prateek
1 Bar-Hen, Avner
1 Barahona, Mauricio
1 Barletta, W.
1 Barrios, Erniel B.
1 Basak, Piyali
1 Behrens, Christoph
1 Bellinger, David C.
1 Berger, Moritz
1 Bhattacharya, Anirban
1 Biau, Gérard
1 Bierlaire, Michel
1 Birge, John R.
1 Blei, David M.
1 Boos, Dennis D.
1 Botsas, Themistoklis
1 Bradley, Jonathan R.
1 Braun, Danielle
1 Briol, François-Xavier
1 Brockett, Patrick L.
1 Bruce, Scott A.
1 Bucheli, Herbert
1 Bukowski, Radek K.
1 Bulaevskaya, Vera
1 Buller, Ian D.
1 Buonaguidi, Bruno
...and 305 more Authors
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Cited in 45 Serials

25 The Annals of Applied Statistics
18 Journal of the American Statistical Association
14 Journal of Computational and Graphical Statistics
9 Computational Statistics and Data Analysis
9 Statistics and Computing
6 The Annals of Statistics
6 Biometrics
6 Bayesian Analysis
4 The Canadian Journal of Statistics
4 Journal of Applied Statistics
4 Journal of Machine Learning Research (JMLR)
4 Electronic Journal of Statistics
3 The American Statistician
3 Computational Statistics
2 Scandinavian Journal of Statistics
2 Statistical Science
2 Machine Learning
2 Communications in Statistics. Simulation and Computation
2 Journal of Statistical Computation and Simulation
2 Test
2 Journal of Agricultural, Biological, and Environmental Statistics
2 SIAM/ASA Journal on Uncertainty Quantification
2 SIAM Journal on Mathematics of Data Science
1 Computers and Fluids
1 Annals of the Institute of Statistical Mathematics
1 Information Sciences
1 International Economic Review
1 Journal of Econometrics
1 Journal of Multivariate Analysis
1 Journal of Statistical Planning and Inference
1 Insurance Mathematics & Economics
1 Statistics & Probability Letters
1 Journal of Classification
1 Annals of Operations Research
1 Communications in Statistics. Theory and Methods
1 Celestial Mechanics and Dynamical Astronomy
1 Bernoulli
1 INFORMS Journal on Computing
1 Quantitative Finance
1 North American Actuarial Journal
1 Journal of the Korean Statistical Society
1 Statistical Analysis and Data Mining
1 Sankhyā. Series A
1 European Actuarial Journal
1 Use R!

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