Feature aware covariance estimation, with application to mixtures of chemical exposures
特征感知协方差估计及其在化学暴露混合物中的应用
The motivation of this article is to improve inferences on the covariation in environmental exposures, motivated by data from a study of Toddlers Exposure to SVOCs in Indoor Environments (TESIE). The challenge is that the sample size is limited, so empirical covariance provides a poor estimate. In related applications, Bayesian factor models have been popular; these approaches express the covariance as low rank plus diagonal and can infer the number of factors adaptively.…