Zhang, Junni L.; Härdle, Wolfgang - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2008
We propose a new nonlinear classification method based on a Bayesian "sum-of-trees" model, the Bayesian Additive Classification Tree (BACT), which extends the Bayesian Additive Regression Tree (BART) method into the classi- fication context. Like BART, the BACT is a Bayesian nonparametric...