Supervised dimension reduction using Bayesian mixture modeling

Kai Mao, Feng Liang, Sayan Mukherjee

Research output: Contribution to journalConference articlepeer-review


We develop a Bayesian framework for supervised dimension reduction using a flexible nonparametric Bayesian mixture modeling approach. Our method retrieves the dimension reduction or d.r. subspace by utilizing a dependent Dirichlet process that allows for natural clustering for the data in terms of both the response and predictor variables. Formal probabilistic models with likelihoods and priors are given and efficient posterior sampling of the d.r. subspace can be obtained by a Gibbs sampler. As the posterior draws are linear subspaces which are points on a Grassmann manifold, we output the posteriormean d.r. subspace with respect to geodesics on the Grassmannian. The utility of our approach is illustrated on a set of simulated and real examples.

Original languageEnglish (US)
Pages (from-to)501-508
Number of pages8
JournalJournal of Machine Learning Research
StatePublished - 2010
Event13th International Conference on Artificial Intelligence and Statistics, AISTATS 2010 - Sardinia, Italy
Duration: May 13 2010May 15 2010


  • Dirichlet process
  • Factor models
  • Grassman manifold
  • Inverse regression
  • Supervised dimension reduction

ASJC Scopus subject areas

  • Control and Systems Engineering
  • Software
  • Statistics and Probability
  • Artificial Intelligence


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