Related papers: Bayesian group latent factor analysis with structu…
We introduce a Bayesian Gaussian process latent variable model that explicitly captures spatial correlations in data using a parameterized spatial kernel and leveraging structure-exploiting algebra on the model covariance matrices for…
We propose a methodology for modeling and comparing probability distributions within a Bayesian nonparametric framework. Building on dependent normalized random measures, we consider a prior distribution for a collection of discrete random…
Current methods for learning graphical models with latent variables and a fixed structure estimate optimal values for the model parameters. Whereas this approach usually produces overfitting and suboptimal generalization performance,…
How to estimate heterogeneity, e.g. the effect of some variable differing across observations, is a key question in political science. Methods for doing so make simplifying assumptions about the underlying nature of the heterogeneity to…
We discuss Bayesian analysis of multivariate time series with dynamic factor models that exploit time-adaptive sparsity in model parametrizations via the latent threshold approach. One central focus is on the transfer responses of multiple…
This paper develops the inferential theory for latent factor models estimated from large dimensional panel data with missing observations. We propose an easy-to-use all-purpose estimator for a latent factor model by applying principal…
In a variety of disciplines such as social sciences, psychology, medicine and economics, the recorded data are considered to be noisy measurements of latent variables connected by some causal structure. This corresponds to a family of…
In a variety of disciplines such as social sciences, psychology, medicine and economics, the recorded data are considered to be noisy measurements of latent variables connected by some causal structure. This corresponds to a family of…
This article focuses on covariance estimation for multi-study data. Popular approaches employ factor-analytic terms with shared and study-specific loadings that decompose the variance into (i) a shared low-rank component, (ii)…
We introduce a Bayesian perspective for the structured matrix factorization problem. The proposed framework provides a probabilistic interpretation for existing geometric methods based on determinant minimization. We model input data…
Discovering latent representations of the observed world has become increasingly more relevant in data analysis. Much of the effort concentrates on building latent variables which can be used in prediction problems, such as classification…
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…
Latent feature modeling allows capturing the latent structure responsible for generating the observed properties of a set of objects. It is often used to make predictions either for new values of interest or missing information in the…
Factor Analysis has traditionally been utilized across diverse disciplines to extrapolate latent traits that influence the behavior of multivariate observed variables. Historically, the focus has been on analyzing data from a single study,…
We introduce a novel class of Bayesian mixtures for normal linear regression models which incorporates a further Gaussian random component for the distribution of the predictor variables. The proposed cluster-weighted model aims to…
Structural transformation, the shift from agrarian economies to more diversified industrial and service-based systems, is a key driver of economic development. However, in low- and middle-income countries (LMICs), data scarcity and…
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…
Latent Factor Model (LFM) is one of the most successful methods for Collaborative filtering (CF) in the recommendation system, in which both users and items are projected into a joint latent factor space. Base on matrix factorization…
We propose a family of novel hierarchical Bayesian deep auto-encoder models capable of identifying disentangled factors of variability in data. While many recent attempts at factor disentanglement have focused on sophisticated learning…
In this paper, we propose a general framework for combining evidence of varying quality to estimate underlying binary latent variables in the presence of restrictions imposed to respect the scientific context. The resulting algorithms…