Bayesian Joint Additive Factor Models for Multiview Learning
To address challenges in multi-omics and other multi-view data—including difficulty modeling cross-view dependencies, strong signal heterogeneity, and insufficient interpretability and uncertainty quantification—this paper proposes JAFAR, a joint Bayesian factor model. Methodologically, JAFAR introduces the Dependency-Cumulative Shrinkage Prior (D-CUSP), which jointly characterizes shared and view-specific latent factor structures while ensuring parameter identifiability. It integrates Bayesian nonparametrics, structured additive designs, partially collapsed Gibbs sampling, and flexible distributional extensions—accommodating non-Gaussian features and survival outcomes. In an application to preterm birth prediction, JAFAR jointly analyzes immunomic, metabolomic, and proteomic data, achieving statistically significant improvements over state-of-the-art methods. The model enables interpretable feature selection and principled uncertainty quantification. An open-source R package implementing JAFAR is publicly available.