Generalized Bayesian Multidimensional Scaling and Model Comparison
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Multidimensional scaling is widely used to reconstruct a map with the points' coordinates in a low-dimensional space from the original high-dimensional space while preserving the pairwise distances. In a Bayesian framework, the current approach using Markov chain Monte Carlo algorithms has limitations in terms of model generalization and performance comparison. To address these limitations, a general framework that incorporates non-Gaussian errors and robustness to fit different types of dissimilarities is developed. Then, an adaptive inference method using annealed Sequential Monte Carlo algorithm for Bayesian multidimensional scaling is proposed. This algorithm performs inference sequentially in time and provides an approximate posterior distribution over the points' coordinates in a low-dimensional space and an unbiased estimator for the marginal likelihood. In this study, we compare the performance of different models based on marginal likelihoods, which are produced as a byproduct of the adaptive annealed Sequential Monte Carlo algorithm. Using synthetic and real data, we demonstrate the effectiveness of the proposed algorithm. Our results show that the proposed algorithm outperforms other benchmark algorithms under the same computational budget based on common metrics used in the literature. The implementation of our proposed method and applications are available at https://github.com/nunujiarui/GBMDS.
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