Skip to main content
construction release_alert
Scholars@Duke will be undergoing maintenance April 11-15. Some features may be unavailable during this time.
cancel

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