Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Efficient Metropolis-Hastings Proposal Mechanisms for Bayesian
  Regression Tree Models   Bayesian regression trees are flexible non-parametric models that are well
suited to many modern statistical regression problems. Many such tree models
have been proposed, from the simple single- tree model to more complex tree
ensembles. Their non-parametric formulation allows for effective and efficient
modeling of datasets exhibiting complex non-linear relationships between the
model pre- dictors and observations. However, the mixing behavior of the Markov
Chain Monte Carlo (MCMC) sampler is sometimes poor. This is because the
proposals in the sampler are typically local alterations of the tree structure,
such as the birth/death of leaf nodes, which does not allow for efficient
traversal of the model space. This poor mixing can lead to inferential
problems, such as under-representing uncertainty. In this paper, we develop
novel proposal mechanisms for efficient sampling. The first is a rule
perturbation proposal while the second we call tree rotation. The perturbation
proposal can be seen as an efficient variation of the change proposal found in
existing literature. The novel tree rotation proposal is simple to implement as
it only requires local changes to the regression tree structure, yet it
efficiently traverses disparate regions of the model space along contours of
equal probability. When combined with the classical birth/death proposal, the
resulting MCMC sampler exhibits good acceptance rates and properly represents
model uncertainty in the posterior samples. We implement this sampling
algorithm in the Bayesian Additive Regression Tree (BART) model and demonstrate
its effectiveness on a prediction problem from computer experiments and a test
function where structural tree variability is needed to fully explore the
posterior.

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The categories of this paper are: cs
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The categories of this paper are: quant-ph
18
The categories of this paper are: econ
25
The categories of this paper are: patt-sol
37
The categories of this paper are: supr-con
12
The categories of this paper are: nucl-th
7
The categories of this paper are: hep-th
32
The categories of this paper are: atom-ph
17
The categories of this paper are: q-fin
31
The categories of this paper are: ao-sci
33
The categories of this paper are: plasm-ph
24
The categories of this paper are: dg-ga
27
The categories of this paper are: comp-gas
6
The categories of this paper are: astro-ph
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The categories of this paper are: hep-ph
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The categories of this paper are: acc-phys