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A Bayesian CART algorithm. (English) Zbl 1048.62502

Summary: A stochastic search form of classification and regression tree (CART) analysis is proposed, motivated by a Bayesian model. An approximation to a probability distribution over the space of possible trees is explored using reversible jump Markov chain Monte Carlo methods.

MSC:

62F15 Bayesian inference
62H30 Classification and discrimination; cluster analysis (statistical aspects)
65C60 Computational problems in statistics (MSC2010)
65C40 Numerical analysis or methods applied to Markov chains
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