Incorporating graph information in Bayesian factor analysis with robust and adaptive shrinkage priors.

There has been an increasing interest in decomposing high-dimensional multi-omics data into a product of low-rank and sparse matrices for the purpose of dimension reduction and feature engineering. Bayesian factor models achieve such low-dimensional representation of the original data through different sparsity-inducing priors. However, few of these models can efficiently incorporate the information encoded by the biological graphs, which has been already proven to be useful in many analysis tasks. In this work, we propose a Bayesian factor model with novel hierarchical priors, which incorporate the biological graph knowledge as a tool of identifying a group of genes functioning collaboratively. The proposed model therefore enables sparsity within networks by allowing each factor loading to be shrunk adaptively and by considering additional layers to relate individual shrinkage parameters to the underlying graph information, both of which yield a more accurate structure recovery of factor loadings. Further, this new priors overcome the phase transition phenomenon, in contrast to existing graph-incorporated approaches, so that it is robust to noisy edges that are inconsistent with the actual sparsity structure of the factor loadings. Finally, our model can handle both continuous and discrete data types. The proposed method is shown to outperform several existing factor analysis methods through simulation experiments and real data analyses.