Simplex Factor Models for Multivariate Unordered Categorical Data.

Journal Article (Journal Article)

Gaussian latent factor models are routinely used for modeling of dependence in continuous, binary, and ordered categorical data. For unordered categorical variables, Gaussian latent factor models lead to challenging computation and complex modeling structures. As an alternative, we propose a novel class of simplex factor models. In the single-factor case, the model treats the different categorical outcomes as independent with unknown marginals. The model can characterize flexible dependence structures parsimoniously with few factors, and as factors are added, any multivariate categorical data distribution can be accurately approximated. Using a Bayesian approach for computation and inferences, a Markov chain Monte Carlo (MCMC) algorithm is proposed that scales well with increasing dimension, with the number of factors treated as unknown. We develop an efficient proposal for updating the base probability vector in hierarchical Dirichlet models. Theoretical properties are described, and we evaluate the approach through simulation examples. Applications are described for modeling dependence in nucleotide sequences and prediction from high-dimensional categorical features.

Full Text

Duke Authors

Cited Authors

  • Bhattacharya, A; Dunson, DB

Published Date

  • March 2012

Published In

Volume / Issue

  • 107 / 497

Start / End Page

  • 362 - 377

PubMed ID

  • 23908561

Pubmed Central ID

  • PMC3728016

Electronic International Standard Serial Number (EISSN)

  • 1537-274X

International Standard Serial Number (ISSN)

  • 0162-1459

Digital Object Identifier (DOI)

  • 10.1080/01621459.2011.646934

Language

  • eng