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Main Authors: Zhang, Shuangjie, Patnode, Michael L., Lee, Juhee
Format: Preprint
Published: 2026
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Online Access:https://arxiv.org/abs/2603.12352
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author Zhang, Shuangjie
Patnode, Michael L.
Lee, Juhee
author_facet Zhang, Shuangjie
Patnode, Michael L.
Lee, Juhee
contents 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.
format Preprint
id arxiv_https___arxiv_org_abs_2603_12352
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Bayesian Covariate-Varying Interaction Analysis for Multivariate Count Data: Application to Microbiome Studies
Zhang, Shuangjie
Patnode, Michael L.
Lee, Juhee
Methodology
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.
title Bayesian Covariate-Varying Interaction Analysis for Multivariate Count Data: Application to Microbiome Studies
topic Methodology
url https://arxiv.org/abs/2603.12352