merliseclyde / sta701-F23

STA 701S Fall 2023
https://merliseclyde.github.io/sta701-F23/
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Title & Abstract #13

Closed devinjohnson7 closed 1 year ago

devinjohnson7 commented 1 year ago

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title: "Comparison and Bayesian Estimation of Feature Allocations"

author: "Devin J. Johnson"

date: "September 11, 2023"


Abstract

Feature allocation models postulate a sampling distribution whose parameters are derived from shared features. Bayesian models place a prior distribution on the feature allocation, and Markov chain Monte Carlo is typically used for model fitting, which results in thousands of feature allocations sampled from the posterior distribution. Based on these samples, we propose a method to provide a point estimate of a latent feature allocation. First, we introduce FARO loss, a function between feature allocations which satisfies quasimetric properties and allows for comparing feature allocations with differing numbers of features. The loss involves finding the optimal feature ordering among all possible orderings, but computational feasibility is achieved by framing this task as a linear assignment problem. We also introduce the FANGS algorithm to obtain a Bayes estimate by minimizing the Monte Carlo estimate of the posterior expected FARO loss using the available samples. FANGS can produce an estimate other than those visited in the Markov chain. We provide an investigation of existing methods and our proposed methods. Our loss function and search algorithm are implemented in the fangs package in R.

Advisor(s)

Eric Laber, Simon Mak, and Jason Xu

merliseclyde commented 1 year ago

Thanks! Updated on the website now.