Bayesian Semiparametric Multivariate Density Deconvolution via Stochastic Rotation of Replicates

07/14/2021 ∙ by Arkaprava Roy, et al. ∙ 0

We consider the problem of multivariate density deconvolution where the distribution of a random vector needs to be estimated from replicates contaminated with conditionally heteroscedastic measurement errors. We propose a conceptually straightforward yet fundamentally novel and highly robust approach to multivariate density deconvolution by stochastically rotating the replicates toward the corresponding true latent values. We also address the additionally significantly challenging problem of accommodating conditionally heteroscedastic measurement errors in this newly introduced framework. We take a Bayesian route to estimation and inference, implemented via an efficient Markov chain Monte Carlo algorithm, appropriately accommodating uncertainty in all aspects of our analysis. Asymptotic convergence guarantees for the method are also established. We illustrate the method's empirical efficacy through simulation experiments and its practical utility in estimating the long-term joint average intakes of different dietary components from their measurement error contaminated 24-hour dietary recalls.



There are no comments yet.


page 16

page 17

page 19

This week in AI

Get the week's most popular data science and artificial intelligence research sent straight to your inbox every Saturday.