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arXiv 2202.04037stat.ME
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具有标量与函数型协变量的模型的无监督贝叶斯分类

Unsupervised Bayesian classification for models with scalar and functional covariates

Nancy L. Garcia, Mariana Rodrigues-Motta, Helio S. Migon, Eva Petkova, Thaddeus Tarpey, R. Todd Ogden, Julio O. Giodano, Martin Matias Perez

AI总结:

本文针对带标量与函数型协变量的无监督分类问题,提出用基展开降维并结合贝叶斯方法估计混合模型参数与潜在分类向量,并通过模拟比较 Gibbs 抽样与变分贝叶斯推断的性能。

摘要:

我们考虑通过一个潜在多项变量进行无监督分类,该变量将标量响应归入混合模型的 L 个成分之一。这一过程可视为一个分层模型:第一层根据参数分布的混合对标量响应建模,第二层通过带函数型和标量协变量的广义线性模型对混合概率建模。将函数型协变量视为向量的传统方法不仅遭受维度灾难,因为函数型协变量可能以非常小的间隔测量,从而导致高度参数化的模型,而且也没有考虑数据的本质。我们使用基展开来降低维度,并采用贝叶斯方法估计参数,同时提供潜在分类向量的预测。通过模拟研究,我们在正态混合模型和零膨胀泊松分布混合模型下考察了所提方法的行为。我们还将经典 Gibbs 抽样方法与变分贝叶斯推断的性能进行了比较。

英文摘要:

We consider unsupervised classification by means of a latent multinomial variable which categorizes a scalar response into one of L components of a mixture model. This process can be thought as a hierarchical model with first level modelling a scalar response according to a mixture of parametric distributions, the second level models the mixture probabilities by means of a generalised linear model with functional and scalar covariates. The traditional approach of treating functional covariates as vectors not only suffers from the curse of dimensionality since functional covariates can be measured at very small intervals leading to a highly parametrised model but also does not take into account the nature of the data. We use basis expansion to reduce the dimensionality and a Bayesian approach to estimate the parameters while providing predictions of the latent classification vector. By means of a simulation study we investigate the behaviour of our approach considering normal mixture model and zero inflated mixture of Poisson distributions. We also compare the performance of the classical Gibbs sampling approach with Variational Bayes Inference.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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