arxivstat.MEmath.STstat.ML2026-06-27
Multivariate Varying-Coefficient BART with Graphical Horseshoe Priors
Soham Ghosh, Sameer K. Deshpande
Modern multivariate regression problems involve several related outcomes whose regression effects are not only nonlinear, heterogeneous, and outcome-specific, but also where the residual dependence among outcomes is scientifically meaningful. Existing multivariate Bayesian tree-b…