Bayesian modeling of temporal dependence in large sparse contingency tables.

Journal Article (Journal Article)

In many applications, it is of interest to study trends over time in relationships among categorical variables, such as age group, ethnicity, religious affiliation, political party and preference for particular policies. At each time point, a sample of individuals provide responses to a set of questions, with different individuals sampled at each time. In such settings, there tends to be abundant missing data and the variables being measured may change over time. At each time point, one obtains a large sparse contingency table, with the number of cells often much larger than the number of individuals being surveyed. To borrow information across time in modeling large sparse contingency tables, we propose a Bayesian autoregressive tensor factorization approach. The proposed model relies on a probabilistic Parafac factorization of the joint pmf characterizing the categorical data distribution at each time point, with autocorrelation included across times. Efficient computational methods are developed relying on MCMC. The methods are evaluated through simulation examples and applied to social survey data.

Full Text

Duke Authors

Cited Authors

  • Kunihama, T; Dunson, DB

Published Date

  • January 2013

Published In

Volume / Issue

  • 108 / 504

Start / End Page

  • 1324 - 1338

PubMed ID

  • 24482548

Pubmed Central ID

  • PMC3904485

Electronic International Standard Serial Number (EISSN)

  • 1537-274X

International Standard Serial Number (ISSN)

  • 0162-1459

Digital Object Identifier (DOI)

  • 10.1080/01621459.2013.823866

Language

  • eng