nftbart

Nonparametric Failure Time Bayesian Additive Regression Trees

Robert McCulloch, Rodney A. Sparapani

Last update: 28 November 2023

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 1.5, 1.6, 1.1, 1.2, 1.3, 1.4, 1.6, 2.1

Description

Nonparametric Failure Time (NFT) Bayesian Additive Regression Trees (BART): Time-to-event Machine Learning with Heteroskedastic Bayesian Additive Regression Trees (HBART) and Low Information Omnibus (LIO) Dirichlet Process Mixtures (DPM). An NFT BART model is of the form Y = mu + f(x) + sd(x) E where functions f and sd have BART and HBART priors, respectively, while E is a nonparametric error distribution due to a DPM LIO prior hierarchy. See the following for a complete description of the model at <doi:10.1111/biom.13857>.

Cites work

Nonparametric failure time: Time‐to‐event machine learning with heteroskedastic Bayesian additive regression trees and low information omnibus Dirichlet process mixtures

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