Bayesian linear models with unknown design over finite alphabets

wang, y.; Dutta, R.; Futschik, A.

doi:10.1101/2022.10.20.513021

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bioRxiv · 10.1101/2022.10.20.513021

Bayesian linear models with unknown design over finite alphabets

wang, y.·Dutta, R.·Futschik, A.

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Abstract

Our topic is the reconstruction of the unknown matrices S and{omega} for the multivariate linear model Y = S{omega} +{varepsilon} under the assumption that the entries of S are drawn from the finite alphabet [A] = 0, 1 and{omega} is a weight matrix. While a frequentist method has recently been proposed for this purpose, a Bayesian approach seems also desirable. We therefore provide a new hierarchical Bayesian method for this inferential task. Our approach provides estimates of the posterior that may be used to quantify uncertainty. Since matching permutations in both S and{omega} lead to the same reconstruction S{omega}, we introduce an order-preserving shrinkage prior to establish identifiability with respect to permutations.

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wang, y., Dutta, R., Futschik, A.. 2022-10-21. Bayesian linear models with unknown design over finite alphabets. https://doi.org/10.1101/2022.10.20.513021

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