Computation for Bayesian Tree Models
Yuhong (Casper) Wu, Håkon Tjemeland & Mike West

This site provides C++ code implementing Metropolis Hastings MCMC methods for exploring spaces of Bayesian classification and regression tree models, and developing posterior and predictive inference using Bayesian model averaging over many tree models.

The code implements models and methods as described in

  • the paper "Bayesian CART: Prior specification and posterior simulation" Journal of Computational and Graphical Statistics, (2007, 16:44-66), by Wu, Tjelmeland and West.

    The published paper is a revised version of this original (2005) technical report.

Here is the software and a readme file of details. The readme includes details of compilation and use, including a small example with input data and parameter files, and description of output files.

This software is made freely available to any interested user. The authors can provide no support nor assistance with implementations beyond the details and examples here, nor extensions of the code for other purposes. The download has been tested to confirm all details are operational as described here.

It is understood by the user that neither the authors nor Duke University bear any responsibility nor assume any liability for any end-use of this software. It is expected that appropriate credit/acknowledgment be given should the software be included as an element in other software development or in publications.

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