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Bayesian Statistics

Bayesian Regression Trees, Nonparametric Heteroscedastic Regression Modeling and MCMC Sampling

Matthew Pratola, Assistant Professor of Statistics, The Ohio State University

Nov 24, 15:00 - 16:00

B1 L2

nonparametric statistics Bayesian Statistics

In this talk, we introduce a new Bayesian regression tree model that allows for possible heteroscedasticity in the variance model and devise novel MCMC samplers that appear to adequately explore the posterior tree space of this model.

Environmental Statistics (ES)

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