MULTIVARIATE MIXED MEMBERSHIP MODELING: INFERRING DOMAIN-SPECIFIC RISK PROFILES.

Journal Article (Journal Article)

Characterizing the shared memberships of individuals in a classification scheme poses severe interpretability issues, even when using a moderate number of classes (say 4). Mixed membership models quantify this phenomenon, but they typically focus on goodness-of-fit more than on interpretable inference. To achieve a good numerical fit, these models may in fact require many extreme profiles, making the results difficult to interpret. We introduce a new class of multivariate mixed membership models that, when variables can be partitioned into subject-matter based domains, can provide a good fit to the data using fewer profiles than standard formulations. The proposed model explicitly accounts for the blocks of variables corresponding to the distinct domains along with a cross-domain correlation structure, which provides new information about shared membership of individuals in a complex classification scheme. We specify a multivariate logistic normal distribution for the membership vectors, which allows easy introduction of auxiliary information leveraging a latent multivariate logistic regression. A Bayesian approach to inference, relying on Pólya gamma data augmentation, facilitates efficient posterior computation via Markov Chain Monte Carlo. We apply this methodology to a spatially explicit study of malaria risk over time on the Brazilian Amazon frontier.

Full Text

Duke Authors

Cited Authors

  • Russo, M; Singer, BH; Dunson, DB

Published Date

  • March 2022

Published In

Volume / Issue

  • 16 / 1

Start / End Page

  • 391 - 413

PubMed ID

  • 35757598

Pubmed Central ID

  • PMC9222983

Electronic International Standard Serial Number (EISSN)

  • 1941-7330

International Standard Serial Number (ISSN)

  • 1932-6157

Digital Object Identifier (DOI)

  • 10.1214/21-aoas1496

Language

  • eng