A0768
Title: Bayesian inference on high-dimensional multivariate binary responses
Authors: Antik Chakraborty - Purdue University (United States) [presenting]
Abstract: It has become increasingly common to collect high-dimensional binary response data, for example, with the emergence of new sampling techniques in ecology. In smaller dimensions, multivariate probit (MVP) models are routinely used for inferences. However, algorithms for fitting such models face issues in scaling up to high dimensions due to the intractability of the likelihood, involving an integral over a multivariate normal distribution having no analytic form. Although a variety of algorithms have been proposed to approximate this intractable integral, these approaches are difficult to implement and/or inaccurate in high dimensions. The focus is on accommodating high-dimensional binary response data with a small-to-moderate number of covariates. A two-stage approach is proposed for inference on model parameters while taking care of uncertainty propagation between the stages. The special structure of latent Gaussian models is used to reduce the highly expensive computation involved in joint parameter estimation to focus inference on marginal distributions of model parameters. This essentially makes the method embarrassingly parallel for both stages. Performance in simulations and applications is illustrated in joint species distribution modeling in ecology.
