A scalable Bayesian functional factor model for high-dimensional longitudinal molecular data

Abstract: Large-scale longitudinal molecular profiling is now firmly established in biomedical research, prompted by the need to uncover coordinated biomarker trajectories reflecting the dynamics of underlying biological mechanisms and characterise patient heterogeneity in disease progression. While a range of statistical tools exist for either longitudinal modelling or high-dimensional analysis, there is no unified framework tailored to address these questions jointly. Motivated by a longitudinal COVID-19 study conducted in Cambridge hospitals, we propose a Bayesian functional factor model to address this gap. The framework combines latent factor modelling with functional principal component analysis to represent shared temporal programmes across subsets of variables while capturing individual variation through low-dimensional functional scores. We specify sparsity-inducing priors that yield interpretable factor structure and allow the effective number of factors to be inferred via overspecification. An annealed variational algorithm ensures efficient joint posterior inference at scale. The approach achieves accurate recovery of temporal structure in simulations with up to 20 000 variables. Application to the COVID-19 data reveals clinically meaningful heterogeneity in recovery dynamics through interpretable subject-level scores capturing coordinated inflammatory and immune-response pathway activity. The methodology is implemented in the R package bayesSYNC.