准稀疏计数数据的贝叶斯推断

Bayesian inference on quasi-sparse count data

Biometrika · 2016
被引 25
ABS 4

中文导读

针对高维计数数据中零和小非零值过多的准稀疏现象,提出了一类新的连续局部-全局收缩先验,在模拟和真实数据中表现优于现有方法,可用于检测罕见突变热点和受恐怖主义影响的城市。

Abstract

There is growing interest in analysing high-dimensional count data, which often exhibit quasi-sparsity corresponding to an overabundance of zeros and small nonzero counts. Existing methods for analysing multivariate count data via Poisson or negative binomial log-linear hierarchical models with zero-inflation cannot flexibly adapt to quasi-sparse settings. We develop a new class of continuous local-global shrinkage priors tailored to quasi-sparse counts. Theoretical properties are assessed, including flexible posterior concentration and stronger control of false discoveries in multiple testing. Simulation studies demonstrate excellent small-sample properties relative to competing methods. We use the method to detect rare mutational hotspots in exome sequencing data and to identify North American cities most impacted by terrorism.

计数数据贝叶斯推断高维数据分析零膨胀模型