Bayesian Joint Additive Factor Models for Multiview Learning
用于多视图学习的贝叶斯联合加性因子模型AI 解读 ↓
本页整理公开书目信息,不生成学术质量评分。AI 解读根据题名及所注明的摘要或原文片段生成,未完成全文核验,可能有误;具体假设、证明与结论请核对原文。摘要保留来源文本,未经模型改写。
DOI 首次登记不等于接收或发表日期。部分更正、评论等条目没有独立摘要;缺少可靠材料时保留待补状态。
本页为预印本版本;arXiv 收录、作者填写的期刊信息以及作者既有发表经历,都不单独证明本篇已接收。作者发表记录按 OpenAlex 身份与完整姓名、本站覆盖期刊 ISSN 及正式卷期核对,只展示已核实例,档案仍可能误合并。
引用量采用 OpenAlex 单条关联记录,不合计多个记录;关联记录可能包含正式发表版本,不等于此版本单独引用。缺失不视为零,引用指标不代表论文质量。
关注作者按书目中的完整姓名匹配,同名和姓名变体需人工辨别。相关论文先按共享细分方向和具体方法排列,再参考通用方法与发表日期。
AI 根据所提供的论文材料归类:摘要中的因子模型服务于多组学与临床结果的多视图学习,缺少宏观或金融因子应用依据,故不据名称归入这些领域。
用于多视图学习的贝叶斯联合加性因子模型AI 解读 ↓
正在核对关联版本…
正在核对对应版本的资源…
It is increasingly common to collect data of multiple different types on the same set of samples. Our focus is on studying relationships between such multiview features and responses. A motivating application arises in the context of precision medicine where multi-omics data are collected to correlate with clinical outcomes. It is of interest to infer dependence within and across views while combining multimodal information to improve the prediction of outcomes. The signal-to-noise ratio can vary substantially across views, motivating more nuanced statistical tools beyond standard late and early fusion. This challenge comes with the need to preserve interpretability, select features, and obtain accurate uncertainty quantification. To address these challenges, we introduce two complementary factor regression models. A baseline Joint Factor Regression (\textsc{jfr}) captures combined variation across views via a single factor set, and a more nuanced Joint Additive FActor Regression (\textsc{jafar}) that decomposes variation into shared and view-specific components. For \textsc{jfr}, we use independent cumulative shrinkage process (\textsc{i-cusp}) priors, while for \textsc{jafar} we develop a dependent version (\textsc{d-cusp}) designed to ensure identifiability of the components. We develop Gibbs samplers that exploit the model structure and accommodate flexible feature and outcome distributions. Prediction of time-to-labor onset from immunome, metabolome, and proteome data illustrates performance gains against state-of-the-art competitors. Our open-source software (\texttt{R} package) is available at https://github.com/niccoloanceschi/jafar.
广义下三角过程先验
In the analysis of multivariate data, factor models represent a powerful technique for both reducing dimensionality and facilitating qualitative understanding of the latent determinants governing the observed data. Interpretability, however, is often hindered by the non-identifiability of factor loading matrices due to rotational invariance. A prevailing strategy to address this issue is to consider positive lower triangular structures. A relaxation of the latter condition…
大规模贝叶斯 VAR 的条件投影方法
We develop fast methods for conditional forecasting and structural scenario analysis with high-dimensional Bayesian vector autoregressions (VARs). Our general framework features a factor structure on the reduced-form errors, which enables fast and order-invariant equation-by-equation estimation; suitably identified factors admit a structural interpretation. The scenarios are defined through separate distributional restrictions on observables, structural shocks and…
自回归逆Wishart多元随机波动模型及其因子扩展
ABSTRACT Despite its conceptual appeal, the autoregressive inverse‐Wishart (AIW) multivariate stochastic volatility model has been hindered by inefficient sampling methods. The existing samplers for the latent covariance matrix severely suffer from the curse of dimensionality and only work when the dimension is very low. In this paper, we introduce a new proposal for the latent covariance matrix in the AIW model, which demonstrates far better scalability. We introduce…
带结构化收缩先验的连续时间贝叶斯网络:大规模电子健康记录中的多病轨迹建模
Multiple long-term conditions (MLTCs) arise through complex, time-dependent interactions among diseases, yet existing methods often struggle to jointly model disease progression, multimorbidity networks, and high-dimensional risk factors. We propose a structured Bayesian continuous-time Bayesian network (CTBN) framework for learning directed disease-dependency networks from longitudinal electronic health records. The model allows disease transition intensities to depend on…
以层次聚类缓解观察性因果推断中的多重共线性
Multicollinearity is a long lasting challenge in observational causal inference, especially in regressions -- highly correlated independent variables make it hard to isolate their individual impacts on outcomes of interest. While common solutions such as shrinkage estimators and principal component regressions are helpful in prediction problems, a crucial limitation hinders their applicability to causal inference problems -- they cannot provide the original causal…
贝叶斯替代混杂变量的收缩先验
Multi-cause observational studies contain information about unmeasured confounding through the dependence structure among causes. However, literal imputation of the unobserved confounder is often more complex than learning a lower-dimensional substitute score that preserves the shared assignment variation needed for stable causal adjustment. The deconfounder (Wang and Blei, 2019) and related substitute confounder methods exploit this idea, but flexible assignment models can…