Multilinear Common Component Analysis via Kronecker Product Representation
Author(s) -
Kohei Yoshikawa,
Shuichi Kawano
Publication year - 2021
Publication title -
neural computation
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.235
H-Index - 169
eISSN - 1530-888X
pISSN - 0899-7667
DOI - 10.1162/neco_a_01425
Subject(s) - multilinear map , kronecker product , kronecker delta , tensor product , multilinear algebra , covariance , mathematics , representation (politics) , tensor (intrinsic definition) , component (thermodynamics) , component analysis , convergence (economics) , algorithm , pairwise comparison , algebra over a field , computer science , pure mathematics , statistics , physics , quantum mechanics , division algebra , politics , political science , law , economics , filtered algebra , thermodynamics , economic growth
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.
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