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Non-Gaussian discriminative factor models via the max-margin rank-likelihood

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Date
2015-01-01
Authors
Yuan, X
Henao, R
Tsalik, EL
Langley, RJ
Carin, L
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Abstract
Copyright © 2015 by the author(s).We consider the problem of discriminative factor analysis for data that are in general non-Gaussian. A Bayesian model based on the ranks of the data is proposed. We first introduce a new max-margin version of the rank-likelihood. A discriminative factor model is then developed, integrating the max-margin rank-likelihood and (linear) Bayesian support vector machines, which are also built on the max-margin principle. The discriminative factor model is further extended to the nonlinear case through mixtures of local linear classifiers, via Dirichlet processes. Fully local conjugacy of the model yields efficient inference with both Markov Chain Monte Carlo and variational Bayes approaches. Extensive experiments on benchmark and real data demonstrate superior performance of the proposed model and its potential for applications in computational biology.
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Journal article
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https://hdl.handle.net/10161/13121
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Scholars@Duke

Carin

Lawrence Carin

Professor of Electrical and Computer Engineering
Lawrence Carin earned the BS, MS, and PhD degrees in electrical engineering at the University of Maryland, College Park, in 1985, 1986, and 1989, respectively. In 1989 he joined the Electrical Engineering Department at Polytechnic University (Brooklyn) as an Assistant Professor, and became an Associate Professor there in 1994. In September 1995 he joined the Electrical and Computer Engineering (ECE) Department at Duke University, where he is now a Professor. He was ECE Department Chair from 2011
Henao

Ricardo Henao

Associate Professor in Biostatistics & Bioinformatics
Tsalik

Ephraim Tsalik

Adjunct Associate Professor in the Department of Medicine
My research at Duke has focused on understanding the dynamic between host and pathogen so as to discover and develop host-response markers that can diagnose and predict health and disease.  This new and evolving approach to diagnosing illness has the potential to significantly impact individual as well as public health considering the rise of antibiotic resistance. With any potential infectious disease diagnosis, it is difficult, if not impossible, to determine at the time of pre
Alphabetical list of authors with Scholars@Duke profiles.
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