Last updated: 2020-04-12

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Rmd 685d5ad DongyueXie 2020-04-12 wflow_publish(“analysis/susie.Rmd”)

Idea

Assume we have a p-dimensional random vector \(\mathbf{b}\in R^p\), in which at most \(L\) elements are non-zero. Then \(\mathbf{b}\) can be written as a sum of \(L\) random vectors \(\mathbf{b}=\sum_{l=1}^L \mathbf{b}_l\), where \(\mathbf{b}_l\) is a p-dimensional vector with one non-zero element. In SuSiE, \(\mathbf{b}_l\) is modeled as \(\mathbf{b}_l = \gamma_l b_l\) where \(\gamma_l\sim Categorical(\mathbf{\pi})\) and \(b_l\sim N(0,\sigma_{0l}^2)\).

This additive structure is of particular interest to me.

  1. susie + factor analysis

  2. susie + spam

  3. susie + clustering(trajectory analysis)