Tempering for Bayesian C&RT

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Tempering for Bayesian C&RT
This paper concerns the experimental assessment of tempering as a technique for improving Bayesian inference for C&RT models. Full Bayesian inference requires the computation of a posterior over all possible trees. Since exact computation is not possible Markov chain Monte Carlo (MCMC) methods are used to produce an approximation. C&RT posteriors have many local modes: tempering aims to prevent the Markov chain getting stuck in these modes. Our results show that a clear improvement is achieved using tempering.
Nicos Angelopoulos, James Cussens
Added 17 Nov 2009
Updated 17 Nov 2009
Type Conference
Year 2005
Where ICML
Authors Nicos Angelopoulos, James Cussens
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