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Multiscale dictionary learning for estimating conditional distributions

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Date
2013-01-01
Authors
Petralia, F
Vogelstein, J
Dunson, DB
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Abstract
Nonparametric estimation of the conditional distribution of a response given highdimensional features is a challenging problem. It is important to allow not only the mean but also the variance and shape of the response density to change flexibly with features, which are massive-dimensional. We propose a multiscale dictionary learning model, which expresses the conditional response density as a convex combination of dictionary densities, with the densities used and their weights dependent on the path through a tree decomposition of the feature space. A fast graph partitioning algorithm is applied to obtain the tree decomposition, with Bayesian methods then used to adaptively prune and average over different sub-trees in a soft probabilistic manner. The algorithm scales efficiently to approximately one million features. State of the art predictive performance is demonstrated for toy examples and two neuroscience applications including up to a million features.
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Journal article
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https://hdl.handle.net/10161/15600
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Scholars@Duke

Dunson

David B. Dunson

Arts and Sciences Distinguished Professor of Statistical Science
My research focuses on developing new tools for probabilistic learning from complex data - methods development is directly motivated by challenging applications in ecology/biodiversity, neuroscience, environmental health, criminal justice/fairness, and more.  We seek to develop new modeling frameworks, algorithms and corresponding code that can be used routinely by scientists and decision makers.  We are also interested in new inference framework and in studying theoretical properties
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