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Brandon Butcher Colloquium

Event Type: 
Brandon Butcher
Event Date: 
Tuesday, March 3, 2020 -
3:30pm to 4:30pm
SMLC 356

Event Description: 

A Formal MCMC Convergence Diagnostic for  Bayesian
Additive Regression Trees
Brandon Butcher Ph.D. Candidate
Department of Biostatistics University of Iowa
Iowa City, IA
Colloquium Talk University of New Mexico
Department of Mathematics & Statistics March 3, 2020
Bayesian Additive Regression Trees (BART) (Chipman, George, & McCulloch; 2010) has seen rapid development in recent years. An open research question that has yet to be formally ad-  dressed is how to diagnose convergence of the MCMC sampler that has been developed for BART.  In this talk, 
I’ll present work from from my dissertation where I provide a formal solution to this open question.  This solution is based on the derivation of BART’s marginal likelihood, allowing for the direct computation of the posterior distribution of the decision tree ensembles on which BART is based.  It is proposed that convergence of BART be monitored using -2 times the log of the posterior distribution of the decision tree ensembles, which we refer to as the Posterior Tree Deviance (PTD). The utility of our diagnostic is demonstrated using a simulation study set-up in which BART’s MCMC sampler is known to suffer from issues with mixing. An application to predicting risk for ischemic stroke is also presented.

Event Contact

Contact Name: Ronald Christensen

Contact Phone: 5052774613

Contact Email: