Bayesian tensor regression
Publication
, Journal Article
Guhaniyogi, R; Qamar, S; Dunson, DB
Published in: Journal of Machine Learning Research
August 1, 2017
We propose a Bayesian approach to regression with a scalar response on vector and tensor covariates. Vectorization of the tensor prior to analysis fails to exploit the structure, often leading to poor estimation and predictive performance. We introduce a novel class of multiway shrinkage priors for tensor coefficients in the regression setting and present posterior consistency results under mild conditions. A computationally efficient Markov chain Monte Carlo algorithm is developed for posterior computation. Simulation studies illustrate substantial gains over existing tensor regression methods in terms of estimation and parameter inference. Our approach is further illustrated in a neuroimaging application.
Duke Scholars
Published In
Journal of Machine Learning Research
EISSN
1533-7928
ISSN
1532-4435
Publication Date
August 1, 2017
Volume
18
Start / End Page
1 / 31
Related Subject Headings
- Artificial Intelligence & Image Processing
- 4905 Statistics
- 4611 Machine learning
- 17 Psychology and Cognitive Sciences
- 08 Information and Computing Sciences
Citation
APA
Chicago
ICMJE
MLA
NLM
Guhaniyogi, R., Qamar, S., & Dunson, D. B. (2017). Bayesian tensor regression. Journal of Machine Learning Research, 18, 1–31.
Guhaniyogi, R., S. Qamar, and D. B. Dunson. “Bayesian tensor regression.” Journal of Machine Learning Research 18 (August 1, 2017): 1–31.
Guhaniyogi R, Qamar S, Dunson DB. Bayesian tensor regression. Journal of Machine Learning Research. 2017 Aug 1;18:1–31.
Guhaniyogi, R., et al. “Bayesian tensor regression.” Journal of Machine Learning Research, vol. 18, Aug. 2017, pp. 1–31.
Guhaniyogi R, Qamar S, Dunson DB. Bayesian tensor regression. Journal of Machine Learning Research. 2017 Aug 1;18:1–31.
Published In
Journal of Machine Learning Research
EISSN
1533-7928
ISSN
1532-4435
Publication Date
August 1, 2017
Volume
18
Start / End Page
1 / 31
Related Subject Headings
- Artificial Intelligence & Image Processing
- 4905 Statistics
- 4611 Machine learning
- 17 Psychology and Cognitive Sciences
- 08 Information and Computing Sciences