A1170
Title: Spectral decomposition-assisted multi-study factor analysis
Authors: Lorenzo Mauri - Duke University (United States)
Niccolo Anceschi - Duke University (United States) [presenting]
David Dunson - Duke University (United States)
Abstract: The focus is on covariance estimation for multi-study data. Popular approaches employ factor-analytic terms with shared and study-specific loadings that decompose the variance into (i) a shared low-rank component, (ii) study-specific low-rank components, and (iii) a diagonal term capturing idiosyncratic variability. The proposed methodology estimates the latent factors via spectral decompositions and infers the factor loadings via surrogate regression tasks, avoiding identifiability and computational issues of existing alternatives. Reliably inferring shared vs study-specific components requires novel developments that are of independent interest. The approximation error decreases as the sample size and the data dimension diverge, formalizing a blessing of dimensionality. Conditionally on the factors, loadings and residual error variances are inferred via conjugate normal-inverse gamma priors. The conditional posterior distribution of factor loadings has a simple product form across outcomes, facilitating parallelization. Favorable asymptotic properties are shown, including central limit theorems for point estimators and posterior contraction, and excellent empirical performance in simulations. The methods are applied to integrate three studies on gene associations among immune cells.
