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Partially Fixed Bayes Additive Regression Trees for spatial-temporal related model

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 نشر من قبل Hao Ran
 تاريخ النشر 2021
  مجال البحث الاحصاء الرياضي
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Bayes additive regression trees(BART) is a nonparametric regression model which has gained wide -spread popularity in recent years due to its flexibility and high accuracy of estimation .In spatio-temporal related model,the spatio or temporal variables are playing an important role in the model.The BART models select variables with uniform prior distribution that means treat every variable equally.Applying the BART model directly without properly using these prior information is not appropriate.This paper is aimed at a modification to the BART by fixing part of the trees structure.We call this model partially fixed BART.By this new model we can improve efficiency of estimation.When we dont know the prior information,we can still use the new model to get more accurate estimation and more structure information for future use.Data experiments and real data examples show the improvement comparing to the original Bart model.



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