Generative Regression with IQ-BART

Implicit Quantile BART (IQ-BART) posits a non-parametric Bayesian model on the conditional quantile function, acting as a model over a conditional model for \(Y\) given \(X\). One of the key ingredients is augmenting the observed data \(\{(Y_i,X_i)\}_{i=1}^n\) with uniformly sampled values \(\tau_i\...

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Bibliographic Details
Published in:arXiv.org 2025-07
Main Authors: O'Hagan, Sean, Ročková, Veronika
Format: Article
Language:English
Subjects:
Parameters
Quantiles
Online Access:Get full text
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