Corpus ID: 212717982

VC-BART: Bayesian trees for varying coefficients

  title={VC-BART: Bayesian trees for varying coefficients},
  author={Sameer K. Deshpande and Ray Bai and Cecilia Balocchi and Jennifer E. Starling},
  journal={arXiv: Methodology},
  • Sameer K. Deshpande, Ray Bai, +1 author Jennifer E. Starling
  • Published 2020
  • Mathematics
  • arXiv: Methodology
  • The linear varying coefficient (VC) model generalizes the conventional linear model by allowing the additive effect of each covariate on the outcome to vary as a function of additional effect modifiers. While there are many existing procedures for VC modeling with a single scalar effect modifier (often assumed to be time), there has, until recently, been comparatively less development for settings with multivariate modifiers. Unfortunately, existing state-of-the-art procedures that can… CONTINUE READING

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