MPBART - Multinomial Probit Bayesian Additive Regression Trees [article]

Bereket P. Kindo, Hao Wang, Edsel A. Peña
2016 arXiv   pre-print
This article proposes Multinomial Probit Bayesian Additive Regression Trees (MPBART) as a multinomial probit extension of BART - Bayesian Additive Regression Trees (Chipman et al (2010)). MPBART is flexible to allow inclusion of predictors that describe the observed units as well as the available choice alternatives. Through two simulation studies and four real data examples, we show that MPBART exhibits very good predictive performance in comparison to other discrete choice and multiclass
more » ... ification methods. To implement MPBART, we have developed an R package mpbart available freely from CRAN repositories.
arXiv:1309.7821v2 fatcat:qzjwz4ckufhddlvtuczlh2oyq4