Bayesian Learning for High Order Data

Bayesian Learning for High Order Data

Overview

Bayesian learning provides a principled framework for uncertainty quantification and model selection in high-dimensional data analysis. This research direction focuses on developing scalable Bayesian methods for tensor data and high-order interactions.

Bayesian Learning Roadmap

Key Research Areas

1. Tensor Decomposition with Bayesian Priors

  • Objective: Develop Bayesian tensor decomposition methods that incorporate domain knowledge through structured priors
  • Challenges: Scalability for large-scale tensors, choice of appropriate priors
  • Applications: Recommender systems, neuroimaging data analysis, social network analysis

2. Uncertainty Quantification in Tensor Models

  • Objective: Provide reliable uncertainty estimates for tensor-based predictions
  • Methods: Variational inference, Markov Chain Monte Carlo (MCMC)
  • Benefits: Robust decision making, model interpretability

3. Scalable Bayesian Inference

  • Objective: Develop efficient inference algorithms for large-scale tensor data
  • Techniques: Stochastic variational inference, distributed computing
  • Impact: Enables Bayesian analysis of real-world large datasets

Research Roadmap

Phase 1: Foundation (Months 1-6)

  • Literature review of existing Bayesian tensor methods
  • Development of basic Bayesian tensor decomposition framework
  • Implementation of baseline methods

Phase 2: Innovation (Months 7-12)

  • Design of novel prior structures for tensor data
  • Development of efficient inference algorithms
  • Theoretical analysis of convergence properties

Phase 3: Application (Months 13-18)

  • Application to real-world datasets
  • Performance evaluation and comparison
  • Publication of results

Technical Approach

Our approach combines:

  • Probabilistic modeling: Bayesian framework for uncertainty quantification
  • Tensor algebra: Efficient computation with tensor operations
  • Variational inference: Scalable approximation methods
  • Domain-specific priors: Incorporation of expert knowledge

Expected Outcomes

  1. Novel algorithms: Scalable Bayesian tensor decomposition methods
  2. Software package: Open-source implementation
  3. Theoretical contributions: Convergence analysis and error bounds
  4. Applications: Real-world case studies demonstrating effectiveness
  • Bayesian CP decomposition
  • Probabilistic tensor factorization
  • Variational inference for tensors
  • Uncertainty quantification in deep learning

This research direction aims to bridge the gap between theoretical Bayesian methods and practical applications in high-dimensional data analysis.