Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Density Regression with Bayesian Additive Regression Trees   Flexibly modeling how an entire density changes with covariates is an
important but challenging generalization of mean and quantile regression. While
existing methods for density regression primarily consist of
covariate-dependent discrete mixture models, we consider a continuous latent
variable model in general covariate spaces, which we call DR-BART. The prior
mapping the latent variable to the observed data is constructed via a novel
application of Bayesian Additive Regression Trees (BART). We prove that the
posterior induced by our model concentrates quickly around true generative
functions that are sufficiently smooth. We also analyze the performance of
DR-BART on a set of challenging simulated examples, where it outperforms
various other methods for Bayesian density regression. Lastly, we apply DR-BART
to two real datasets from educational testing and economics, to study student
growth and predict returns to education. Our proposed sampler is efficient and
allows one to take advantage of BART's flexibility in many applied settings
where the entire distribution of the response is of primary interest.
Furthermore, our scheme for splitting on latent variables within BART
facilitates its future application to other classes of models that can be
described via latent variables, such as those involving hierarchical or time
series data.

36
The categories of this paper are: cmp-lg
24
The categories of this paper are: dg-ga
12
The categories of this paper are: nucl-th
7
The categories of this paper are: hep-th
15
The categories of this paper are: nucl-ex
8
The categories of this paper are: hep-ex
2
The categories of this paper are: math
26
The categories of this paper are: bayes-an
35
The categories of this paper are: mtrl-th
5
The categories of this paper are: gr-qc
32
The categories of this paper are: atom-ph
11
The categories of this paper are: hep-lat
9
The categories of this paper are: nlin
23
The categories of this paper are: solv-int
18
The categories of this paper are: econ
31
The categories of this paper are: ao-sci