Papers › Bayesian Hyperbolic Multidimensional Scaling
Bayesian Hyperbolic Multidimensional Scaling
Bolun Liu, Shane Lubold, Adrian E. Raftery, Tyler H. McCormick
Multidimensional scaling (MDS) is a widely used approach to representing high-dimensional, dependent data. MDS works by assigning each observation a location on a low-dimensional geometric manifold, with distance on the manifold representing similarity. We propose a Bayesian approach to multidimensional scaling when the low-dimensional manifold is hyperbolic. Using hyperbolic space facilitates representing tree-like structures common in many settings (e.g. text or genetic data with hierarchical structure). A Bayesian approach provides regularization that minimizes the impact of measurement error in the observed data and assesses uncertainty. We also propose a case-control likelihood approximation that allows for efficient sampling from the posterior distribution in larger data settings, reducing computational complexity from approximately O(n²) to O(n). We evaluate the proposed method against state-of-the-art alternatives using simulations, canonical reference datasets, Indian village network data, and human gene expression data.
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