Modeling random directions of changes in simplex-valued data

Rayleigh Lei; XuanLong Nguyen

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arXiv · 2310.19985

Modeling random directions of changes in simplex-valued data

Rayleigh Lei·XuanLong Nguyen

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Abstract

We propose models and algorithms for learning about random directions in simplex-valued data. The models are applied to the study of income level proportions and their changes over time in a geostatistical area. There are several notable challenges in the analysis of simplex-valued data: the measurements must respect the simplex constraint and the changes exhibit spatiotemporal smoothness and may be heterogeneous. To that end, we propose Bayesian models that draw from and expand upon building blocks in circular and spatial statistics by exploiting a suitable transformation for the simplex-valued data. Our models also account for spatial correlation across locations in the simplex and the heterogeneous patterns via mixture modeling. We describe some properties of the models and model fitting via MCMC techniques. Our models and methods are applied to an analysis of movements and trends of income categories using the Home Mortgage Disclosure Act data.

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Rayleigh Lei, XuanLong Nguyen. 2023-10-30. Modeling random directions of changes in simplex-valued data. https://arxiv.org/abs/2310.19985

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