The views expressed here are those of the individual authors and not necessarily those of the JSM sponsors, their officers, or their staff.
Abstract Details
Activity Number:
|
300
|
Type:
|
Contributed
|
Date/Time:
|
Tuesday, August 2, 2011 : 8:30 AM to 10:20 AM
|
Sponsor:
|
Section on Bayesian Statistical Science
|
Abstract - #302032 |
Title:
|
Simplex Factor Models for Multivariate Unordered Categorical Data
|
Author(s):
|
Anirban Bhattacharya*+ and David Dunson
|
Companies:
|
Duke University and Duke University
|
Address:
|
, , ,
|
Keywords:
|
Classification ;
Contingency table ;
Factor analysis ;
Latent variable ;
Nonparametric Bayes ;
Non-negative tensor factorization
|
Abstract:
|
Gaussian latent factor models are routinely used for modeling of dependence in continuous, binary and ordered categorical data. For unordered categorical variables, Gaussian latent factor models lead to challenging computation and overly complex modeling structures. As an alternative, we propose a novel class of simplex factor models. In the single factor case, the model treats the different categorical outcomes as independent with unknown marginals. The model can characterize highly flexible dependence structures parsimoniously with few factors, and as factors are added, any multivariate categorical data distribution can be accurately approximated. Using a Bayesian approach for computation and inferences, a highly efficient MCMC algorithm is proposed that scales well with increasing dimension, with the number of factors treated as unknown. We develop an efficient proposal for updating the base probability vector in hierarchical Dirichlet models. Theoretical properties are described and we evaluate the approach through simulation examples. Applications are described for modeling dependence in nucleotide sequences and prediction from high-dimensional categorical features.
|
The address information is for the authors that have a + after their name.
Authors who are presenting talks have a * after their name.
Back to the full JSM 2011 program
|
2011 JSM Online Program Home
For information, contact jsm@amstat.org or phone (888) 231-3473.
If you have questions about the Continuing Education program, please contact the Education Department.