A nonparametric Bayesian technique for high-dimensional regression

DOI10.1214/16-EJS1184zbMATH Open1358.62059arXiv1604.03615MaRDI QIDQ502813FDOQ502813

Authors: Subharup Guha, Veerabhadran Baladandayuthapani 

Publication date: 11 January 2017

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Abstract: This paper proposes a nonparametric Bayesian framework called VariScan for simultaneous clustering, variable selection, and prediction in high-throughput regression settings. Poisson-Dirichlet processes are utilized to detect lower-dimensional latent clusters of covariates. An adaptive nonlinear prediction model is constructed for the response, achieving a balance between model parsimony and flexibility. Contrary to conventional belief, cluster detection is shown to be aposteriori consistent for a general class of models as the number of covariates and subjects grows. Simulation studies and data analyses demonstrate that VariScan often outperforms several well-known statistical methods.

Full work available at URL: https://arxiv.org/abs/1604.03615

Recommendations

• Nonparametric variable selection, clustering and prediction for large biological datasets
• Bayesian Variable Selection in Clustering High-Dimensional Data
• scientific article; zbMATH DE number 6458363
• High-dimensional Bayesian inference in nonparametric additive models
• Sparse Bayesian variable selection in kernel probit model for analyzing high-dimensional data

zbMATH Keywords

model-based clusteringDirichlet processnonparametric BayesPoisson-Dirichlet processlocal clusteringVariScan

Mathematics Subject Classification ID

Bayesian inference (62F15) Nonparametric estimation (62G05) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Applications of statistics to biology and medical sciences; meta analysis (62P10)

Cited In (6)

• Markov Neighborhood Regression for High-Dimensional Inference
• Regularized parameter estimation of high dimensional distribution
• Spectral Clustering, Bayesian Spanning Forest, and Forest Process
• A Bayesian approach with generalized ridge estimation for high-dimensional regression and testing
• Nonparametric variable selection, clustering and prediction for large biological datasets
• Uncertainty Quantification for Modern High-Dimensional Regression via Scalable Bayesian Methods

This page was built for publication: A nonparametric Bayesian technique for high-dimensional regression

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q502813)