Bayesian partition modelling

  • Authors:
  • D. G. T. Denison;N. M. Adams;C. C. Holmes;D. J. Hand

  • Affiliations:
  • Imperial College of Science, Technology and Medicine, London SW7 2BU, UK;Imperial College of Science, Technology and Medicine, London SW7 2BU, UK;Imperial College of Science, Technology and Medicine, London SW7 2BU, UK;Imperial College of Science, Technology and Medicine, London SW7 2BU, UK

  • Venue:
  • Computational Statistics & Data Analysis - Nonlinear methods and data mining
  • Year:
  • 2002

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Abstract

This paper reviews recent ideas in Bayesian classification modelling via partitioning. These methods provide predictive estimates for class assignments using averages of a sample of models generated from the posterior distribution of the model parameters. We discuss modifications to the basic approach more suitable for problems when there are many predictor variables and/or a large training smple.