The Infinite Hierarchical Factor Regression Model

Details The Infinite Hierarchical Factor Regression Model The Infinite Hierarchical Factor Regression Model

2009-08-05

arxiv.org/abs/0908.0570v1

NIPS 2008

Computer Science

Learning

Scientific paper

We propose a nonparametric Bayesian factor regression model that accounts for uncertainty in the number of factors, and the relationship between factors. To accomplish this, we propose a sparse variant of the Indian Buffet Process and couple this with a hierarchical model over factors, based on Kingman's coalescent. We apply this model to two problems (factor analysis and factor regression) in gene-expression data analysis.

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