Bayesian Tensor Response Regression with an Application to Brain Activation Studies

. This article proposes a novel Bayesian implementation of regression with multi-dimensional array (tensor) response on scalar covariates. The recent emergence of complex datasets in various disciplines presents a pressing need to devise regression models with a tensor valued response. This article considers one such application of detecting neuronal activation in fMRI experiments in presence of tensor valued brain images and scalar predictors. The overarching goal in this application is to identify spatial regions (voxels) of a brain activated by an external stimulus. In such and related applications, we propose to regress responses from all cells (or voxels in brain activation studies) together as a tensor response on scalar predictors, accounting for the structural information inherent in the tensor response. To estimate model parameters with proper cell specific shrinkage, we propose a novel multiway stick breaking shrinkage prior distribution on tensor structured regression coefficients, enabling identification of cells which are related to the predictors. The major novelty of this article lies in the theoretical study of the contraction properties for the proposed shrinkage prior in the tensor response regression when the number of cells grows faster than the sample size. Specifically, estimates of tensor regression coefficients are shown to be asymptotically concen-trated around the true sparse tensor in L 2 -sense under mild assumptions. Various simulation studies and analysis of a brain activation data empirically verify desirable performance of the proposed model in terms of estimation and inference on cell-level parameters.