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Sparse Bayesian infinite factor models.

ABSTRACT: We focus on sparse modelling of high-dimensional covariance matrices using Bayesian latent factor models. We propose a multiplicative gamma process shrinkage prior on the factor loadings which allows introduction of infinitely many factors, with the loadings increasingly shrunk towards zero as the column index increases. We use our prior on a parameter-expanded loading matrix to avoid the order dependence typical in factor analysis models and develop an efficient Gibbs sampler that scales well as data dimensionality increases. The gain in efficiency is achieved by the joint conjugacy property of the proposed prior, which allows block updating of the loadings matrix. We propose an adaptive Gibbs sampler for automatically truncating the infinite loading matrix through selection of the number of important factors. Theoretical results are provided on the support of the prior and truncation approximation bounds. A fast algorithm is proposed to produce approximate Bayes estimates. Latent factor regression methods are developed for prediction and variable selection in applications with high-dimensional correlated predictors. Operating characteristics are assessed through simulation studies, and the approach is applied to predict survival times from gene expression data.

SUBMITTER: Bhattacharya A

PROVIDER: S-EPMC3419391 | biostudies-literature | 2011 Jun

REPOSITORIES: biostudies-literature

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Sparse Bayesian infinite factor models.

Bhattacharya A A Dunson D B DB

Biometrika 20110601 2

We focus on sparse modelling of high-dimensional covariance matrices using Bayesian latent factor models. We propose a multiplicative gamma process shrinkage prior on the factor loadings which allows introduction of infinitely many factors, with the loadings increasingly shrunk towards zero as the column index increases. We use our prior on a parameter-expanded loading matrix to avoid the order dependence typical in factor analysis models and develop an efficient Gibbs sampler that scales well a ...[more]

PMID: 23049129

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Project description:Protein secondary structure prediction provides insight into protein function and is a valuable preliminary step for predicting the 3D structure of a protein. Dynamic Bayesian networks (DBNs) and support vector machines (SVMs) have been shown to provide state-of-the-art performance in secondary structure prediction. As the size of the protein database grows, it becomes feasible to use a richer model in an effort to capture subtle correlations among the amino acids and the predicted labels. In this context, it is beneficial to derive sparse models that discourage over-fitting and provide biological insight.In this paper, we first show that we are able to obtain accurate secondary structure predictions. Our per-residue accuracy on a well established and difficult benchmark (CB513) is 80.3%, which is comparable to the state-of-the-art evaluated on this dataset. We then introduce an algorithm for sparsifying the parameters of a DBN. Using this algorithm, we can automatically remove up to 70-95% of the parameters of a DBN while maintaining the same level of predictive accuracy on the SD576 set. At 90% sparsity, we are able to compute predictions three times faster than a fully dense model evaluated on the SD576 set. We also demonstrate, using simulated data, that the algorithm is able to recover true sparse structures with high accuracy, and using real data, that the sparse model identifies known correlation structure (local and non-local) related to different classes of secondary structure elements.We present a secondary structure prediction method that employs dynamic Bayesian networks and support vector machines. We also introduce an algorithm for sparsifying the parameters of the dynamic Bayesian network. The sparsification approach yields a significant speed-up in generating predictions, and we demonstrate that the amino acid correlations identified by the algorithm correspond to several known features of protein secondary structure. Datasets and source code used in this study are available at http://noble.gs.washington.edu/proj/pssp.

Dataset Information

Sparse Bayesian infinite factor models.

Publications

Sparse Bayesian infinite factor models.

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