Related papers: A latent factor model with a mixture of sparse and…
Latent factor models are the canonical statistical tool for exploratory analyses of low-dimensional linear structure for an observation matrix with p features across n samples. We develop a structured Bayesian group factor analysis model…
Two key challenges in modern statistical applications are the large amount of information recorded per individual, and that such data are often not collected all at once but in batches. These batch effects can be complex, causing…
There has been increased research interest in the subfield of sparse Bayesian factor analysis with shrinkage priors, which achieve additional sparsity beyond the natural parsimonity of factor models. In this spirit, we estimate the number…
Sparse latent multi-factor models have been used in many exploratory and predictive problems with high-dimensional multivariate observations. Because of concerns with identifiability, the latent factors are almost always assumed to be…
We consider the problem of estimating high-dimensional covariance matrices of a particular structure, which is a summation of low rank and sparse matrices. This covariance structure has a wide range of applications including factor analysis…
Quantitative genetic studies that model complex, multivariate phenotypes are important for both evolutionary prediction and artificial selection. For example, changes in gene expression can provide insight into developmental and…
In this paper, we propose a new Bayesian inference method for a high-dimensional sparse factor model that allows both the factor dimensionality and the sparse structure of the loading matrix to be inferred. The novelty is to introduce a…
We consider the prediction of weak effects in a multiple-output regression setup, when covariates are expected to explain a small amount, less than $\approx 1%$, of the variance of the target variables. To facilitate the prediction of the…
Bayesian sparse factor models have proven useful for characterizing dependence in multivariate data, but scaling computation to large numbers of samples and dimensions is problematic. We propose expandable factor analysis for scalable…
Single-cell gene expression data are often characterized by large matrices, where the number of cells may be lower than the number of genes of interest. Factorization models have emerged as powerful tools to condense the available…
Sparse Bayesian factor models are routinely implemented for parsimonious dependence modeling and dimensionality reduction in high-dimensional applications. We provide theoretical understanding of such Bayesian procedures in terms of…
We develop the sparse VAE for unsupervised representation learning on high-dimensional data. The sparse VAE learns a set of latent factors (representations) which summarize the associations in the observed data features. The underlying…
We address the curse of dimensionality in dynamic covariance estimation by modeling the underlying co-volatility dynamics of a time series vector through latent time-varying stochastic factors. The use of a global-local shrinkage prior for…
High-dimensional data often exhibit variation that can be captured by lower dimensional factors. For high-dimensional data from multiple studies or environments, one goal is to understand which underlying factors are common to all studies,…
Complex, multivariable systems are often analyzed by grouping their constituent units into components, sometimes referred to as latent features, which afford physical or biological interpretation. However, a priori many different types of…
Recent advances in engineering technologies have enabled the collection of a large number of longitudinal features. This wealth of information presents unique opportunities for researchers to investigate the complex nature of diseases and…
Based on a new atomic norm, we propose a new convex formulation for sparse matrix factorization problems in which the number of nonzero elements of the factors is assumed fixed and known. The formulation counts sparse PCA with multiple…
Bayesian factor models are widely used for dimensionality reduction and pattern discovery in high-dimensional datasets across diverse fields. These models typically focus on imposing priors on factor loading to induce sparsity and improve…
We consider the problem of multivariate regression in a setting where the relevant predictors could be shared among different responses. We propose an algorithm which decomposes the coefficient matrix into the product of a long matrix and a…
This paper investigates the high-dimensional linear regression with highly correlated covariates. In this setup, the traditional sparsity assumption on the regression coefficients often fails to hold, and consequently many model selection…