🤖 AI Summary
This study addresses the challenge of modeling covariate-dependent mean and covariance structures in high-dimensional count data, such as microbiome datasets. The authors propose a Bayesian covariate-dependent factor model that incorporates linear regression on low-dimensional factor loadings to enable covariance regression. By employing a Dirichlet–Horseshoe prior, the method induces joint sparsity while effectively accommodating key data characteristics—including discreteness, overdispersion, compositionality, and high dimensionality. Within a nonparametric Bayesian framework, the model provides a unified approach to simultaneously handle these statistical complexities, yielding robust estimation of covariate-dependent interaction structures. Extensive simulations and analyses of real microbiome data demonstrate that the proposed method substantially outperforms existing approaches in both estimation accuracy and robustness.
📝 Abstract
Understanding covariate-varying interdependencies among features is of great interest in various applications. Motivated by microbiome studies where microbial abundances and interactions vary with environmental factors, we develop a Bayesian covariate-varying factor model. This model flexibly estimates heteroscedasticity in the covariance matrix as a function of covariates. Specifically, our approach employs covariance regression through linear regression on a lower-dimensional factor loading matrix. This formulation, combined with joint sparsity induced by the Dirichlet--Horseshoe prior for the factor loadings, provides robust estimation of covariate-varying covariance in high-dimensional settings. The model simultaneously incorporates a regression structure for the mean abundance and jointly addresses the covariate-varying mean and covariance structure. Furthermore, the model tackles key statistical challenges such as discreteness, over-dispersion, compositionality, and high dimensionality, common in microbiome data analysis, using a flexible nonparametric Bayesian framework. We thoroughly investigate the properties of the model and conduct extensive simulation studies to examine its performance. Real microbiome data examples are provided for illustration.