Latent factor models for density estimation

DOI10.1093/BIOMET/ASU019MaRDI QIDQ3191470zbMATH OpenOpenAlexFDO

Authors Suprateek Kundu, David Dunson

Publication date 2 October 2014

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1108.2720

zbMATH Keywords

density regressionGaussian processlatent factor regressionlatent variable modelmanifold learningnonparametric Bayes inference

Mathematics Subject Classification ID

Bayesian inference (62F15) Density estimation (62G07)

Abstract: Although discrete mixture modeling has formed the backbone of the literature on Bayesian density estimation, there are some well known disadvantages. We propose an alternative class of priors based on random nonlinear functions of a uniform latent variable with an additive residual. The induced prior for the density is shown to have desirable properties including ease of centering on an initial guess for the density, large support, posterior consistency and straightforward computation via Gibbs sampling. Some advantages over discrete mixtures, such as Dirichlet process mixtures of Gaussian kernels, are discussed and illustrated via simulations and an epidemiology application.

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Cited in

(17)

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• Semi-parametric Bayes regression with network-valued covariates
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• Bayesian manifold regression
• Bayesian nonparametric location-scale-shape mixtures
• Generalization of probability distributions using latent variables
• Bayesian shape-constrained density estimation
• Bayesian dynamic modeling of latent trait distributions
• Nonparametric Estimation of a Mixing Density via the Kernel Method
• scientific article; zbMATH DE number 1149893 (Why is no real title available?)
• Convergence of Griddy Gibbs sampling and other perturbed Markov chains
• Bayesian density regression for discrete outcomes
• Bayesian Factor Analysis for Inference on Interactions
• Adaptive Conditional Distribution Estimation with Bayesian Decision Tree Ensembles
• On Generalized Latent Factor Modeling and Inference for High-Dimensional Binomial Data
• Rates of convergence for nonparametric estimation of singular distributions using generative adversarial networks
• Laplace approximation for logistic Gaussian process density estimation and regression

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