Abstract
We consider the problem of extracting a common structure from multiple tensor data sets. For this purpose, we propose multilinear common component analysis (MCCA) based on Kronecker products of mode-wise covariance matrices. MCCA constructs a common basis represented by linear combinations of the original variables that lose little information of the multiple tensor data sets. We also develop an estimation algorithm for MCCA that guarantees mode-wise global convergence. Numerical studies are conducted to show the effectiveness of MCCA.
Original language | English |
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Pages (from-to) | 2853-2880 |
Number of pages | 28 |
Journal | Neural Computation |
Volume | 33 |
Issue number | 10 |
DOIs | |
Publication status | Published - Sept 16 2021 |
Externally published | Yes |
All Science Journal Classification (ASJC) codes
- Arts and Humanities (miscellaneous)
- Cognitive Neuroscience