On the Computational Efficiency of Bayesian Additive Regression Trees: An Asymptotic Analysis
arXiv:2406.19958v2 Announce Type: replace Abstract: Bayesian Additive Regression Trees (BART) is a popular Bayesian non-parametric regression model that is commonly used in causal inference and beyond. Its strong predictive performance is supported by well-developed estimation theory, comprising guarantees that its posterior distribution concentrates around the true regression function at optimal rates under various data generative settings and for appropriate prior choices. However, the computational properties of the widely-used BART sampler proposed by Chipman et al. (2010) are yet […]