English
Related papers

Related papers: Bayesian factor models for multivariate categorica…

200 papers

Factor analysis refers to a statistical model in which observed variables are conditionally independent given fewer hidden variables, known as factors, and all the random variables follow a multivariate normal distribution. The parameter…

Statistics Theory · Mathematics 2010-03-04 Mathias Drton , Bernd Sturmfels , Seth Sullivant

Factor analysis is over a century old, but it is still problematic to choose the number of factors for a given data set. The scree test is popular but subjective. The best performing objective methods are recommended on the basis of…

Methodology · Statistics 2015-11-12 A. B. Owen , J. Wang

Many scientific questions in biomedical, environmental, and psychological research involve understanding the effects of multiple factors on outcomes. While factorial experiments are ideal for this purpose, randomized controlled treatment…

Methodology · Statistics 2025-12-03 Ruoqi Yu , Peng Ding

A framework is presented for fitting inverse problem models via variational Bayes approximations. This methodology guarantees flexibility to statistical model specification for a broad range of applications, good accuracy and reduced model…

Methodology · Statistics 2024-09-05 Luca Maestrini , Robert G. Aykroyd , Matt P. Wand

We consider the problem of analyzing multivariate time series collected on multiple subjects, with the goal of identifying groups of subjects exhibiting similar trends in their recorded measurements over time as well as time-varying groups…

As a principled dimension reduction technique, factor models have been widely adopted in social science, economics, bioinformatics, and many other fields. However, in high-dimensional settings, conducting a 'correct' Bayesianfactor analysis…

Methodology · Statistics 2021-01-05 Yucong Ma , Jun S. Liu

When drawing causal inferences about the effects of multiple treatments on clustered survival outcomes using observational data, we need to address implications of the multilevel data structure, multiple treatments, censoring and unmeasured…

Methodology · Statistics 2022-02-18 Liangyuan Hu , Jiayi Ji , Ronald D. Ennis , Joseph W. Hogan

Multivariate spatially-oriented data sets are prevalent in the environmental and physical sciences. Scientists seek to jointly model multiple variables, each indexed by a spatial location, to capture any underlying spatial association for…

Methodology · Statistics 2021-08-19 Lu Zhang , Sudipto Banerjee

Factor analysis aims to describe high dimensional random vectors by means of a small number of unknown common factors. In mathematical terms, it is required to decompose the covariance matrix $\Sigma$ of the random vector as the sum of a…

Optimization and Control · Mathematics 2017-08-02 Valentina Ciccone , Augusto Ferrante , Mattia Zorzi

In this paper, we model dependence between operational risks by allowing risk profiles to evolve stochastically in time and to be dependent. This allows for a flexible correlation structure where the dependence between frequencies of…

Risk Management · Quantitative Finance 2009-07-31 Gareth W. Peters , Pavel V. Shevchenko , Mario V. Wüthrich

Three different inferential problems related to a two dimensional categorical data from a Bayesian perspective have been discussed in this article. Conjugate prior distribution with symmetric and asymmetric hyper parameters are considered.…

Statistics Theory · Mathematics 2024-09-05 Samyajoy Pal , Christian Heumann , M. Subbiah

We propose a multiple imputation method based on principal component analysis (PCA) to deal with incomplete continuous data. To reflect the uncertainty of the parameters from one imputation to the next, we use a Bayesian treatment of the…

Methodology · Statistics 2015-08-20 Vincent Audigier , François Husson , Julie Josse

Compared to the nominal scale, the ordinal scale for a categorical outcome variable has the property of making a monotonicity assumption for the covariate effects meaningful. This assumption is encoded in the commonly used proportional odds…

Methodology · Statistics 2023-10-04 Olli Saarela , Christian Rohrbeck , Elja Arjas

Biological phenotypes are products of complex evolutionary processes in which selective forces influence multiple biological trait measurements in unknown ways. Phylogenetic factor analysis disentangles these relationships across the…

This paper proposes a computationally efficient Bayesian factor model for multiple grouped count data. Adopting the link function approach, the proposed model can capture the association within and between the at-risk probabilities and…

Methodology · Statistics 2024-05-13 Genya Kobayashi , Yuta Yamauchi

The Bayes factor, the data-based updating factor from prior to posterior odds, is a principled measure of relative evidence for two competing hypotheses. It is naturally suited to sequential data analysis in settings such as clinical trials…

Methodology · Statistics 2026-01-07 Samuel Pawel , Leonhard Held

This article presents an approach to Bayesian semiparametric inference for Gaussian multivariate response regression. We are motivated by various small and medium dimensional problems from the physical and social sciences. The statistical…

Methodology · Statistics 2020-06-18 Georgios Papageorgiou , Benjamin C. Marshall

Factor models are widely used across diverse areas of application for purposes that include dimensionality reduction, covariance estimation, and feature engineering. Traditional factor models can be seen as an instance of linear embedding…

Methodology · Statistics 2020-08-13 Xingchen Yu , Abel Rodriguez

This study extends the Bayesian nonparametric instrumental variable regression model to determine the structural effects of covariates on the conditional quantile of the response variable. The error distribution is nonparametrically…

Methodology · Statistics 2016-08-30 Genya Kobayashi , Kota Ogasawara

We develop a Bayesian approach for selecting the model which is the most supported by the data within a class of marginal models for categorical variables formulated through equality and/or inequality constraints on generalised logits…

Statistics Theory · Mathematics 2012-02-21 Francesco Bartolucci , Luisa Scaccia , Alessio Farcomeni