Multiscale dictionary learning for estimating conditional distributions
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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Scholars@Duke
David B. Dunson
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 of methods we develop.
Some highlight application areas:
(1) Modeling of biological communities and biodiversity - we are considering global data on fungi, insects, birds and animals including DNA sequences, images, audio, etc. Data contain large numbers of species unknown to science and we would like to learn about these new species, community network structure, and the impact of environmental change and climate.
(2) Brain connectomics - based on high resolution imaging data of the human brain, we are seeking to developing new statistical and machine learning models for relating brain networks to human traits and diseases.
(3) Environmental health & mixtures - we are building tools for relating chemical and other exposures (air pollution etc) to human health outcomes, accounting for spatial dependence in both exposures and disease. This includes an emphasis on infectious disease modeling, such as COVID-19.
Some statistical areas that play a prominent role in our methods development include models for low-dimensional structure in data (latent factors, clustering, geometric and manifold learning), flexible/nonparametric models (neural networks, Gaussian/spatial processes, other stochastic processes), Bayesian inference frameworks, efficient sampling and analytic approximation algorithms, and models for "object data" (trees, networks, images, spatial processes, etc).
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