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arXiv · 1110.3204

Bayesian Group Factor Analysis

Seppo Virtanen·Arto Klami·Suleiman A. Khan·Samuel Kaski
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Abstract

We introduce a factor analysis model that summarizes the dependencies between observed variable groups, instead of dependencies between individual variables as standard factor analysis does. A group may correspond to one view of the same set of objects, one of many data sets tied by co-occurrence, or a set of alternative variables collected from statistics tables to measure one property of interest. We show that by assuming group-wise sparse factors, active in a subset of the sets, the variation can be decomposed into factors explaining relationships between the sets and factors explaining away set-specific variation. We formulate the assumptions in a Bayesian model which provides the factors, and apply the model to two data analysis tasks, in neuroimaging and chemical systems biology.

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Seppo Virtanen, Arto Klami, Suleiman A. Khan, Samuel Kaski. 2011-10-14. Bayesian Group Factor Analysis. https://arxiv.org/abs/1110.3204

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