Bayesian Non-Parametric Factor Analysis for Longitudinal Spatial Surfaces

DOI10.48550/ARXIV.1911.04337arXiv1911.04337MaRDI QIDQ63883FDOQ63883

Authors: Samuel I. Berchuck, Mark Janko, Felipe A. Medeiros, William Pan, Sayan Mukherjee, Samuel I. Berchuck, Mark Janko, Felipe A. Medeiros, William S. Y. Pan, Sayan Mukherjee 

Publication date: 11 November 2019

Published in: Bayesian Analysis (Search for Journal in Brave)

Abstract: We introduce a Bayesian non-parametric spatial factor analysis model with spatial dependency induced through a prior on factor loadings. For each column of the loadings matrix, spatial dependency is encoded using a probit stick-breaking process (PSBP) and a multiplicative gamma process shrinkage prior is used across columns to adaptively determine the number of latent factors. By encoding spatial information into the loadings matrix, meaningful factors are learned that respect the observed neighborhood dependencies, making them useful for assessing rates over space. Furthermore, the spatial PSBP prior can be used for clustering temporal trends, allowing users to identify regions within the spatial domain with similar temporal trajectories, an important task in many applied settings. In the manuscript, we illustrate the model's performance in simulated data, but also in two real-world examples: longitudinal monitoring of glaucoma and malaria surveillance across the Peruvian Amazon. The R package spBFA, available on CRAN, implements the method.

Full work available at URL: https://arxiv.org/abs/1911.04337

zbMATH Keywords

Bayesian nonparametricsdimension reductionfactor analysisprobit stick-breaking processspatiotemporal clustering

Mathematics Subject Classification ID

Bayesian inference (62F15) Nonparametric regression and quantile regression (62G08) Factor analysis and principal components; correspondence analysis (62H25)

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Cited In (1)

• spBFA

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