1,722 research outputs found
Tensor-on-tensor regression
We propose a framework for the linear prediction of a multi-way array (i.e.,
a tensor) from another multi-way array of arbitrary dimension, using the
contracted tensor product. This framework generalizes several existing
approaches, including methods to predict a scalar outcome from a tensor, a
matrix from a matrix, or a tensor from a scalar. We describe an approach that
exploits the multiway structure of both the predictors and the outcomes by
restricting the coefficients to have reduced CP-rank. We propose a general and
efficient algorithm for penalized least-squares estimation, which allows for a
ridge (L_2) penalty on the coefficients. The objective is shown to give the
mode of a Bayesian posterior, which motivates a Gibbs sampling algorithm for
inference. We illustrate the approach with an application to facial image data.
An R package is available at https://github.com/lockEF/MultiwayRegression .Comment: 33 pages, 3 figure
Tensor Analysis and Fusion of Multimodal Brain Images
Current high-throughput data acquisition technologies probe dynamical systems
with different imaging modalities, generating massive data sets at different
spatial and temporal resolutions posing challenging problems in multimodal data
fusion. A case in point is the attempt to parse out the brain structures and
networks that underpin human cognitive processes by analysis of different
neuroimaging modalities (functional MRI, EEG, NIRS etc.). We emphasize that the
multimodal, multi-scale nature of neuroimaging data is well reflected by a
multi-way (tensor) structure where the underlying processes can be summarized
by a relatively small number of components or "atoms". We introduce
Markov-Penrose diagrams - an integration of Bayesian DAG and tensor network
notation in order to analyze these models. These diagrams not only clarify
matrix and tensor EEG and fMRI time/frequency analysis and inverse problems,
but also help understand multimodal fusion via Multiway Partial Least Squares
and Coupled Matrix-Tensor Factorization. We show here, for the first time, that
Granger causal analysis of brain networks is a tensor regression problem, thus
allowing the atomic decomposition of brain networks. Analysis of EEG and fMRI
recordings shows the potential of the methods and suggests their use in other
scientific domains.Comment: 23 pages, 15 figures, submitted to Proceedings of the IEE
Tensor Decompositions for Signal Processing Applications From Two-way to Multiway Component Analysis
The widespread use of multi-sensor technology and the emergence of big
datasets has highlighted the limitations of standard flat-view matrix models
and the necessity to move towards more versatile data analysis tools. We show
that higher-order tensors (i.e., multiway arrays) enable such a fundamental
paradigm shift towards models that are essentially polynomial and whose
uniqueness, unlike the matrix methods, is guaranteed under verymild and natural
conditions. Benefiting fromthe power ofmultilinear algebra as theirmathematical
backbone, data analysis techniques using tensor decompositions are shown to
have great flexibility in the choice of constraints that match data properties,
and to find more general latent components in the data than matrix-based
methods. A comprehensive introduction to tensor decompositions is provided from
a signal processing perspective, starting from the algebraic foundations, via
basic Canonical Polyadic and Tucker models, through to advanced cause-effect
and multi-view data analysis schemes. We show that tensor decompositions enable
natural generalizations of some commonly used signal processing paradigms, such
as canonical correlation and subspace techniques, signal separation, linear
regression, feature extraction and classification. We also cover computational
aspects, and point out how ideas from compressed sensing and scientific
computing may be used for addressing the otherwise unmanageable storage and
manipulation problems associated with big datasets. The concepts are supported
by illustrative real world case studies illuminating the benefits of the tensor
framework, as efficient and promising tools for modern signal processing, data
analysis and machine learning applications; these benefits also extend to
vector/matrix data through tensorization. Keywords: ICA, NMF, CPD, Tucker
decomposition, HOSVD, tensor networks, Tensor Train
- …