Simultaneous Component Analysis by Means of Tucker3 |
| |
Authors: | Alwin Stegeman |
| |
Institution: | 1.Group Science, Engineering and Technology,KU Leuven – Kulak,Kortrijk,Belgium;2.Department of Electrical Engineering (ESAT),KU Leuven,Leuven,Belgium |
| |
Abstract: | 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. |
| |
Keywords: | |
本文献已被 SpringerLink 等数据库收录! |
|