Identifiable and interpretable nonparametric factor analysis

Presented by Maoran Xu, Duke University

Monday, January 22 2024
3:30 PM-4:30 PM ET
AUST 105
Webex Meeting Link
Coffee will be served at 3:00 pm in the Noether Lounge (AUST 326)

Factor models have been widely used to summarize the variability of high-dimensional data through a set of factors with much lower dimensionality. Gaussian linear factor models have been particularly popular due to their interpretability and ease of computation. However, in practice, data often violate the multivariate Gaussian assumption. To characterize higher-order dependence and nonlinearity, models that include factors as predictors in flexible multivariate regression are popular, with GP-LVMs using Gaussian process priors for the regression function and VAEs using deep neural networks. Unfortunately, such approaches lack identifiability and interpretability and tend to produce brittle and non-reproducible results. To address these problems by simplifying the nonparametric factor model while maintaining flexibility, we propose the NIFTY framework, which parsimoniously transforms uniform latent variables using one-dimensional nonlinear mappings and then applies a linear generative model. The induced multivariate distribution falls into a flexible class while maintaining simple computation and interpretation. We prove that this model is identifiable and empirically study NIFTY using simulated data, observing good performance in density estimation and data visualization. We then apply NIFTY to bird song data in an environmental monitoring application.

Speaker Bio:

Maoran Xu is a postdoctoral researcher at Duke University, department of statistical science, working with Drs. Amy Herring and David Dunson. Her research interest focuses on Bayesian inference frameworks and models for lowdimensional structure in high-dimensional data, with applications in environmental health, epidemiology and more. She obtained her Ph.D. degree in statistics from the University of Florida at 2022, advised by Dr. Leo Duan.