JSM 2012 Home

JSM 2012 Online Program

The views expressed here are those of the individual authors and not necessarily those of the JSM sponsors, their officers, or their staff.

Online Program Home

Abstract Details

Activity Number: 587
Type: Invited
Date/Time: Thursday, August 2, 2012 : 8:30 AM to 10:20 AM
Sponsor: Section on Statistical Computing
Abstract - #303786
Title: Hierarchical Tensor Priors for Deep Interactions
Author(s): Alex Volfovsky*+ and Peter David Hoff
Companies: University of Washington and University of Washington
Address: University of Washington, Seattle, ,
Keywords: ANOVA ; tensor ; Hierarchical

Interaction terms are the primary means of describing heterogeneity in an outcome variable across levels of multiple factors. In a given model, the complete set of main effects and interaction terms can be viewed as a collection of tensors that share various index sets. For example, in an ANOVA decomposition with three factors, the main-effects, two- and three-way interactions can be viewed as three one-way tensors, three two-way tensors and one three-way tensor, respectively.

We introduce a class of hierarchical prior distributions for collections of interaction tensors, based on a type of array normal distribution with separable covariance structure. This prior is able to recognize potential similarities among the levels of a factor, and incorporate such information into the estimation of the effects in which the factor appears. In effect, this prior is able to borrow information from well-estimated main effects and low-order interactions to assist in the estimation of higher-order terms for which data information is limited.

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 2012 program

2012 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.