A Mixing Time Lower Bound for a Simplified Version of BART

This repository contains the code for all the simulation in the paper A Mixing Time Lower Bound for a Simplified Version of BART. We provide a command line interface to easily produce the figures in this paper:

RMSE - plots comparing the kernel density estimates across chains can be generated using:

Rscript code/bart_sim.R -p rmse -d "echo_months"

Rscript code/bart_sim.R -p cusum -d "echo_months"

First Split Index - plots showing the index of variable on which the first split is made can be generated using:

Rscript code/bart_sim.R -p first_split -d "echo_months"

Gelman-Rubin (takes very long) - a plots showing the Gelman-Rubin diagnostic across the datasets we study can be generated using:

Rscript code/bart_sim.R -p gr

For all the commands above, BART hyperprameters can be passed throught the command line interface, see:

Rscript code/bart_sim.R -h

for more details.

theo-s/bart-sims