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Beta-Negative Binomial Process and Poisson Factor Analysis (1112.3605v4)

Published 15 Dec 2011 in stat.ML and stat.ME

Abstract: A beta-negative binomial (BNB) process is proposed, leading to a beta-gamma-Poisson process, which may be viewed as a "multi-scoop" generalization of the beta-Bernoulli process. The BNB process is augmented into a beta-gamma-gamma-Poisson hierarchical structure, and applied as a nonparametric Bayesian prior for an infinite Poisson factor analysis model. A finite approximation for the beta process Levy random measure is constructed for convenient implementation. Efficient MCMC computations are performed with data augmentation and marginalization techniques. Encouraging results are shown on document count matrix factorization.

Citations (246)

Summary

  • The paper introduces a beta-negative binomial process that extends the beta process with a negative binomial distribution to model overdispersed count data.
  • It applies this process as a prior in Poisson Factor Analysis to decompose count matrices and capture both mean and variance more effectively.
  • It employs efficient MCMC inference with a finite Lévy measure approximation, demonstrating improved per-word perplexity on benchmark datasets.

An Academic Overview of the Beta-Negative Binomial Process in Poisson Factor Analysis

The paper authored by Zhou, Hannah, Dunson, and Carin presents the beta-negative binomial (BNB) process and its application to Poisson Factor Analysis (PFA) in the context of multi-dimensional count data. The authors construct a methodological framework that extends the traditional beta process into what they describe as a "multi-scoop" generalization. This paper's primary concern is in introducing a novel, flexible nonparametric Bayesian prior, which eschews conventional assumptions and aims towards efficient multidimensional count data modeling.

Theoretical Contributions

  1. Extension of the Beta Process:
    • This paper extends the classical beta process to a marked space, establishing the beta-negative binomial (BNB) process. By marking the beta process with a negative binomial distribution, the authors enable this combination to model count data with overdispersion, more robustly than standard methods which often fail to accommodate the variance inherent in such data.
    • The new process affords a hierarchical model structure—specifically a beta-gamma-gamma-Poisson framework—that naturally facilitates PFA in nonparametric Bayesian inference contexts.
  2. Development of Poisson Factor Analysis (PFA):
    • The BNB process is harnessed as a prior for Poisson Factor Analysis, enhancing its capabilities in decomposing matrices into factor score and loading matrices via non-negative count data. The use of the negative binomial distribution allows for tuning both the mean and variance—essential for adequately capturing the heterogeneity typical in topics across documents.
  3. Finite Approximation with Lévy Measure:
    • To address computational demands, the authors construct a finite approximation of the infinite beta process Lévy measure. This approximation is instrumental for implementing efficient Markov Chain Monte Carlo (MCMC) computations within the model framework.
  4. Inference via MCMC:
    • Computational methodologies spotlight MCMC sampling techniques integrating data augmentation and marginalization, enabling exploration of the parameter space and efficient estimation of model parameters.

Empirical Insights

The empirical results underscore the versatility of the proposed BNB-PFA approach, particularly for document count matrix factorization. The approach was applied to datasets such as JACM and PsyRev, demonstrating superior performance in terms of per-word perplexity when benchmarked against existing models like the gamma-Poisson and latent Dirichlet allocation models. The results indicate that the BNB-PFA model adeptly captures both common themes and unique elements within corpora, providing a substantive model for topic derivation with improved predictive accuracies.

Implications and Future Directions

The theoretical framework provided by this paper not only deepens our understanding of hierarchical Bayes models for count data but also sets a precedent for extending such models to other domains with overdispersion characteristics. Future research in Artificial Intelligence could expand upon these findings by exploring alternative nonparametric constructs or investigating real-world applications that require nuanced overdispersion modeling.

The adaptations of Bayesian nonparametrics as modeled in this paper suggest fertile ground for evolving both the theoretical underpinnings and practical implementations of discrete latent variable models. Future developments might focus on refining computational approaches to further reduce the complexity and increase the scalability of these models across larger datasets. Additionally, extending the concepts introduced into time-series data or network models could prove invaluable in diversifying the applicability of nonparametric Bayesian methods.