Bayesian Conditional Tensor Factorizations for High-Dimensional Classification.
Journal Article (Journal Article)
In many application areas, data are collected on a categorical response and high-dimensional categorical predictors, with the goals being to build a parsimonious model for classification while doing inferences on the important predictors. In settings such as genomics, there can be complex interactions among the predictors. By using a carefully-structured Tucker factorization, we define a model that can characterize any conditional probability, while facilitating variable selection and modeling of higher-order interactions. Following a Bayesian approach, we propose a Markov chain Monte Carlo algorithm for posterior computation accommodating uncertainty in the predictors to be included. Under near low rank assumptions, the posterior distribution for the conditional probability is shown to achieve close to the parametric rate of contraction even in ultra high-dimensional settings. The methods are illustrated using simulation examples and biomedical applications.
Full Text
Duke Authors
Cited Authors
- Yang, Y; Dunson, DB
Published Date
- January 2016
Published In
Volume / Issue
- 111 / 514
Start / End Page
- 656 - 669
PubMed ID
- 31983790
Pubmed Central ID
- PMC6980791
Electronic International Standard Serial Number (EISSN)
- 1537-274X
International Standard Serial Number (ISSN)
- 0162-1459
Digital Object Identifier (DOI)
- 10.1080/01621459.2015.1029129
Language
- eng