Bayesian Analysis

Comment on Article by Pratola

Robert B. Gramacy

Full-text: Open access

Article information

Source
Bayesian Anal. Volume 11, Number 3 (2016), 913-919.

Dates
First available in Project Euclid: 2 September 2016

Permanent link to this document
http://projecteuclid.org/euclid.ba/1472829060

Digital Object Identifier
doi:10.1214/16-BA999A

Mathematical Reviews number (MathSciNet)
MR3543913

Citation

Gramacy, Robert B. Comment on Article by Pratola. Bayesian Anal. 11 (2016), no. 3, 913--919. doi:10.1214/16-BA999A. http://projecteuclid.org/euclid.ba/1472829060.


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References

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  • Breiman, L., Friedman, J. H., Olshen, R., and Stone, C. (1984). Classification and Regression Trees. Belmont, CA: Wadsworth.
  • Chipman, H., George, E., and McCulloch, R. (1998). “Bayesian CART Model Search (with discussion).” Journal of the American Statistical Association, 93: 935–960.
  • Chipman, H., George, E., and McCulloch, R. (2002). “Bayesian Treed Models.” Machine Learning, 48: 303–324.
  • Chipman, H., George, E., and McCulloch, R. (2010). “BART: Bayesian Additive Regression Trees.” Annals of Applied Statistics, 4(1): 266–298.
  • Denison, D., Mallick, B., and Smith, A. (1998). “A Bayesian CART Algorithm.” Biometrika, 85: 363–377.
  • Gramacy, R. B. (2005). “Bayesian Treed Gaussian Process Models.” Ph.D. thesis, University of California, Santa Cruz.
  • Gramacy, R. B. (2007). “tgp: An R Package for Bayesian Nonstationary, Semiparametric Nonlinear Regression and Design by Treed Gaussian Process Models.” Journal of Statistical Software, 19(9): 1–46. http://www.jstatsoft.org/v19/i09/
  • Gramacy, R. B. and Lee, H. K. H. (2008). “Bayesian Treed Gaussian Process Models with an Application to Computer Modeling.” Journal of the American Statistical Association, 103: 1119–1130.
  • Gramacy, R. B., Samworth, R. J., and King, R. (2010). “Importance Tempering.” Statistics and Computing, 20(1).
  • Gramacy, R. B. and Taddy, M. (2010). “Categorical Inputs, Sensitivity Analysis, Optimization and Importance Tempering with tgp Version 2, an R Package for Treed Gaussian Process Models.” Journal of Statistical Software, 33(6): 1–48. http://www.jstatsoft.org/v33/i06/
  • Richardson, S. and Green, P. J. (1997). “On Bayesian Analysis of Mixtures with an Unknown Number of Components.” Journal of the Royal Statistical Society, Series B, Methodological, 59: 731–758.
  • Taddy, M., Gramacy, R., and Polson, N. (2011). “Dynamic Trees for Learning and Design.” Journal of the American Statistical Association, 106(493): 109–123.
  • Wu, Y., Thelmeland, H., and West, M. (2007). “Bayesian CART: Prior Structure and MCMC Computations.” Journal of Computation and Graphical Statistics, 16: 44–66.

See also

  • Related item: Matthew T. Pratola (2016). Efficient Metropolis–Hastings Proposal Mechanisms for Bayesian Regression Tree Models. Bayesian Anal. Vol. 11, Iss. 3, 885–911.