Bayesian Modeling of Temporal Dependence in Large Sparse Contingency Tables

• 成果类型: Article
• 署名作者: Kunihama, Tsuyoshi; Dunson, David B.
• 署名单位: Duke University
• 刊物名称: JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
• ISSN/ISSBN: 0162-1459
• DOI: 10.1080/01621459.2013.823866
• 发表日期: 2013
• 页码: 1324-1338
• 关键词: simulation smoother; Dirichlet process; categorical-data; likelihood; selection; priors

摘要

It is of interest in many applications to study trends over time in relationships among categorical variables, such as age group, ethnicity, religious affiliation, political party, and preference for particular policies. At each time point, a sample of individuals provides responses to a set of questions, with different individuals sampled at each time. In such settings, there tend to be an abundance of missing data and the variables being measured may change over time. At each time point, we obtained a large sparse contingency table, with the number of cells often much larger than the number of individuals being surveyed. To borrow information across time in modeling large sparse contingency tables, we propose a Bayesian autoregressive tensor factorization approach. The proposed model relies on a probabilistic Parafac factorization of the joint pmf characterizing the categorical data distribution at each time point, with autocorrelation included across times. We develop efficient computational methods that rely on Markov chain Monte Carlo. The methods are evaluated through simulation examples and applied to social survey data. Supplementary materials for this article are available online.