Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Continuous-Time Birth-Death MCMC for Bayesian Regression Tree Models   Decision trees are flexible models that are well suited for many statistical
regression problems. In a Bayesian framework for regression trees, Markov Chain
Monte Carlo (MCMC) search algorithms are required to generate samples of tree
models according to their posterior probabilities. The critical component of
such an MCMC algorithm is to construct good Metropolis-Hastings steps for
updating the tree topology. However, such algorithms frequently suffering from
local mode stickiness and poor mixing. As a result, the algorithms are slow to
converge. Hitherto, authors have primarily used discrete-time birth/death
mechanisms for Bayesian (sums of) regression tree models to explore the model
space. These algorithms are efficient only if the acceptance rate is high which
is not always the case. Here we overcome this issue by developing a new search
algorithm which is based on a continuous-time birth-death Markov process. This
search algorithm explores the model space by jumping between parameter spaces
corresponding to different tree structures. In the proposed algorithm, the
moves between models are always accepted which can dramatically improve the
convergence and mixing properties of the MCMC algorithm. We provide theoretical
support of the algorithm for Bayesian regression tree models and demonstrate
its performance.

26
The categories of this paper are: bayes-an
12
The categories of this paper are: nucl-th
33
The categories of this paper are: plasm-ph
23
The categories of this paper are: solv-int
6
The categories of this paper are: astro-ph
9
The categories of this paper are: nlin
13
The categories of this paper are: quant-ph
10
The categories of this paper are: q-bio
34
The categories of this paper are: chem-ph
24
The categories of this paper are: dg-ga
32
The categories of this paper are: atom-ph
19
The categories of this paper are: eess
30
The categories of this paper are: q-alg
11
The categories of this paper are: hep-lat
3
The categories of this paper are: physics
18
The categories of this paper are: econ