Bayesian Compressed Regression

As an alternative to variable selection or shrinkage in high dimensional regression, we propose to randomly compress the predictors prior to analysis. This dramatically reduces storage and computational bottlenecks, performing well when the predictors can be projected to a low dimensional linear subspace with minimal loss of information about the response. As opposed to existing Bayesian dimensionality reduction approaches, the exact posterior distribution conditional on the compressed data is available analytically, speeding up computation by many orders of magnitude while also bypassing robustness issues due to convergence and mixing problems with MCMC. Model averaging is used to reduce sensitivity to the random projection matrix, while accommodating uncertainty in the subspace dimension. Strong theoretical support is provided for the approach by showing near parametric convergence rates for the predictive density in the large p small n asymptotic paradigm. Practical performance relative to competitors is illustrated in simulations and real data applications.Comment: 29 pages, 4 figure

Bayesian Conditional Density Filtering

We propose a Conditional Density Filtering (C-DF) algorithm for efficient online Bayesian inference. C-DF adapts MCMC sampling to the online setting, sampling from approximations to conditional posterior distributions obtained by propagating surrogate conditional sufficient statistics (a function of data and parameter estimates) as new data arrive. These quantities eliminate the need to store or process the entire dataset simultaneously and offer a number of desirable features. Often, these include a reduction in memory requirements and runtime and improved mixing, along with state-of-the-art parameter inference and prediction. These improvements are demonstrated through several illustrative examples including an application to high dimensional compressed regression. Finally, we show that C-DF samples converge to the target posterior distribution asymptotically as sampling proceeds and more data arrives.Comment: 41 pages, 7 figures, 12 table

Bayesian Mixed Effect Sparse Tensor Response Regression Model with Joint Estimation of Activation and Connectivity

Brain activation and connectivity analyses in task-based functional magnetic resonance imaging (fMRI) experiments with multiple subjects are currently at the forefront of data-driven neuroscience. In such experiments, interest often lies in understanding activation of brain voxels due to external stimuli and strong association or connectivity between the measurements on a set of pre-specified group of brain voxels, also known as regions of interest (ROI). This article proposes a joint Bayesian additive mixed modeling framework that simultaneously assesses brain activation and connectivity patterns from multiple subjects. In particular, fMRI measurements from each individual obtained in the form of a multi-dimensional array/tensor at each time are regressed on functions of the stimuli. We impose a low-rank PARAFAC decomposition on the tensor regression coefficients corresponding to the stimuli to achieve parsimony. Multiway stick breaking shrinkage priors are employed to infer activation patterns and associated uncertainties in each voxel. Further, the model introduces region specific random effects which are jointly modeled with a Bayesian Gaussian graphical prior to account for the connectivity among pairs of ROIs. Empirical investigations under various simulation studies demonstrate the effectiveness of the method as a tool to simultaneously assess brain activation and connectivity. The method is then applied to a multi-subject fMRI dataset from a balloon-analog risk-taking experiment in order to make inference about how the brain processes risk.Comment: 27 pages, 7 figure

A Covariance Based Clustering for Tensor Objects

Clustering of tensors with limited sample size has become prevalent in a variety of application areas. Existing Bayesian model based clustering of tensors yields less accurate clusters when the tensor dimensions are sufficiently large, sample size is low and clusters of tensors mainly reveal difference in their variability. This article develops a clustering technique for high dimensional tensors with limited sample size when the clusters show difference in their covariances, rather than in their means. The proposed approach constructs several matrices from a tensor, referred to as transformed features, to adequately estimate its variability along different modes and implements a model-based approximate Bayesian clustering algorithm with the matrices thus constructed, in place with the original tensor data. Although some information in the data is discarded, we gain substantial computational efficiency and accuracy in clustering. Simulation study assesses the proposed approach along with its competitors in terms of estimating the number of clusters, identification of the modal cluster membership along with the probability of mis-classification in clustering (a measure of uncertainty in clustering). The proposed methodology provides novel insights into potential clinical subgroups for children with autism spectrum disorder based on resting-state electroencephalography activity.National Science Foundation Grant DMS-2220840, DMS-2210672 and Office of Naval Research Grant N00014-18-1-274

Covariate-Dependent Clustering of Undirected Networks with Brain-Imaging Data

This article focuses on model-based clustering of subjects based on the shared relationships of subject-specific networks and covariates in scenarios when there are differences in the relationship between networks and covariates for different groups of subjects. It is also of interest to identify the network nodes significantly associated with each covariate in each cluster of subjects. To address these methodological questions, we propose a novel nonparametric Bayesian mixture modeling framework with an undirected network response and scalar predictors. The symmetric matrix coefficients corresponding to the scalar predictors of interest in each mixture component involve low-rankness and group sparsity within the low-rank structure. While the low-rank structure in the network coefficients adds parsimony and computational efficiency, the group sparsity within the low-rank structure enables drawing inference on network nodes and cells significantly associated with each scalar predictor. Being a principled Bayesian mixture modeling framework, our approach allows model-based identification of the number of clusters, offers clustering uncertainty in terms of the co-clustering matrix and presents precise characterization of uncertainty in identifying network nodes significantly related to a predictor in each cluster. Empirical results in various simulation scenarios illustrate substantial inferential gains of the proposed framework in comparison with competitors. Analysis of a real brain connectome dataset using the proposed method provides interesting insights into the brain regions of interest (ROIs) significantly related to creative achievement in each cluster of subjects.NSF-DMS 2220840, NSF-DMS 221067