A flexible multivariate model for high-dimensional correlated count data

Alexander D. Knudson, Tomasz J. Kozubowski, Anna K. Panorska, A. Grant Schissler
2021 Journal of Statistical Distributions and Applications  
AbstractWe propose a flexible multivariate stochastic model for over-dispersed count data. Our methodology is built upon mixed Poisson random vectors (Y1,...,Yd), where the {Yi} are conditionally independent Poisson random variables. The stochastic rates of the {Yi} are multivariate distributions with arbitrary non-negative margins linked by a copula function. We present basic properties of these mixed Poisson multivariate distributions and provide several examples. A particular case with
more » ... ric and negative binomial marginal distributions is studied in detail. We illustrate an application of our model by conducting a high-dimensional simulation motivated by RNA-sequencing data.
doi:10.1186/s40488-021-00119-y fatcat:b2hkhyyy3jevlbeelgcw3gcrgm