1 code implementation • 1 Feb 2021 • Robert E. McCulloch, Rodney A. Sparapani, Brent R. Logan, Purushottam W. Laud
We provide a new flexible framework for inference with the instrumental variable model.
3 code implementations • 19 Jun 2008 • Hugh A. Chipman, Edward I. George, Robert E. McCulloch
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.
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