Zhang, Junni L.; Härdle, Wolfgang - Sonderforschungsbereich Ökonomisches Risiko <Berlin>
We propose a new nonlinear classification method based on a Bayesian "sum-of-trees" model, the Bayesian Additive Classification Tree (BACT), whichextends the Bayesian Additive Regression Tree (BART) method into the classification context. Like BART, the BACT is a Bayesian nonparametric...
