Quantile regression with BART

pymc-devs / pymc-examples

Examples of PyMC models, including a library of Jupyter notebooks.

https://www.pymc.io/projects/examples/en/latest/

MIT License

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Quantile regression with BART #510

Closed aloctavodia closed 1 year ago

aloctavodia commented 1 year ago

[x] Notebook follows style guide https://docs.pymc.io/en/latest/contributing/jupyter_style.html
[x] Check the notebook is not excluded from any pre-commit check: https://github.com/pymc-devs/pymc-examples/blob/main/.pre-commit-config.yaml

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juanitorduz commented 1 year ago

Besides the comment above the notebook looks great! Nice addition! I did not about this application of the asymmetric Laplace distribution.

aloctavodia commented 1 year ago

Thanks for the comment I updated the notebook addressing it and also change a little bit the model, so we only need to fit one model. I found this use for the asymmetric Laplace very recently, too! I am still surprised, haha.