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High-dimensional covariate-augmented overdispersed poisson factor model.
Liu, Wei; Zhong, Qingzhi.
Afiliação
  • Liu W; School of Mathematics, Sichuan University, Chengdu 610041, China.
  • Zhong Q; School of Economics, Jinan University, Guangzhou 510632, China.
Biometrics ; 80(2)2024 Mar 27.
Article em En | MEDLINE | ID: mdl-38682464
ABSTRACT
The current Poisson factor models often assume that the factors are unknown, which overlooks the explanatory potential of certain observable covariates. This study focuses on high dimensional settings, where the number of the count response variables and/or covariates can diverge as the sample size increases. A covariate-augmented overdispersed Poisson factor model is proposed to jointly perform a high-dimensional Poisson factor analysis and estimate a large coefficient matrix for overdispersed count data. A group of identifiability conditions is provided to theoretically guarantee computational identifiability. We incorporate the interdependence of both response variables and covariates by imposing a low-rank constraint on the large coefficient matrix. To address the computation challenges posed by nonlinearity, two high-dimensional latent matrices, and the low-rank constraint, we propose a novel variational estimation scheme that combines Laplace and Taylor approximations. We also develop a criterion based on a singular value ratio to determine the number of factors and the rank of the coefficient matrix. Comprehensive simulation studies demonstrate that the proposed method outperforms the state-of-the-art methods in estimation accuracy and computational efficiency. The practical merit of our method is demonstrated by an application to the CITE-seq dataset. A flexible implementation of our proposed method is available in the R package COAP.
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Texto completo: 1 Base de dados: MEDLINE Assunto principal: Simulação por Computador / Modelos Estatísticos Limite: Humans Idioma: En Revista: Biometrics Ano de publicação: 2024 Tipo de documento: Article País de afiliação: China

Texto completo: 1 Base de dados: MEDLINE Assunto principal: Simulação por Computador / Modelos Estatísticos Limite: Humans Idioma: En Revista: Biometrics Ano de publicação: 2024 Tipo de documento: Article País de afiliação: China