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Simultaneous Component Analysis by Means of Tucker3

机译:通过Tucker3同时分析

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摘要

A new model for simultaneous component analysis (SCA) is introduced that contains the existing SCA models with common loading matrix as special cases. The new SCA-T3 model is a multi-set generalization of the Tucker3 model for component analysis of three-way data. For each mode (observational units, variables, sets) a different number of components can be chosen and the obtained solution can be rotated without loss of fit to facilitate interpretation. SCA-T3 can be fitted on centered multi-set data and also on the corresponding covariance matrices. For this purpose, alternating least squares algorithms are derived. SCA-T3 is evaluated in a simulation study, and its practical merits are demonstrated for several benchmark datasets.
机译:介绍了一种新的同时组件分析(SCA)模型,该模型包含现有的SCA模型,并将公共加载矩阵作为特例。新的SCA-T3模型是Tucker3模型的多集推广,用于三向数据的组件分析。对于每种模式(观测单位、变量、集合),可以选择不同数量的分量,并且可以在不损失拟合的情况下旋转获得的解,以便于解释。SCA-T3可以拟合集中的多组数据,也可以拟合相应的协方差矩阵。为此,推导了交替最小二乘算法。在模拟研究中对SCA-T3进行了评估,并针对几个基准数据集展示了其实际优点。

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