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Main Authors: Sort, Lucas, Brusquet, Laurent Le, Tenenhaus, Arthur
Format: Preprint
Published: 2024
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Online Access:https://arxiv.org/abs/2410.18696
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author Sort, Lucas
Brusquet, Laurent Le
Tenenhaus, Arthur
author_facet Sort, Lucas
Brusquet, Laurent Le
Tenenhaus, Arthur
contents In numerous settings, it is increasingly common to deal with longitudinal data organized as high-dimensional multi-dimensional arrays, also known as tensors. Within this framework, the time-continuous property of longitudinal data often implies a smooth functional structure on one of the tensor modes. To help researchers investigate such data, we introduce a new tensor decomposition approach based on the CANDECOMP/PARAFAC decomposition. Our approach allows for representing a high-dimensional functional tensor as a low-dimensional set of functions and feature matrices. Furthermore, to capture the underlying randomness of the statistical setting more efficiently, we introduce a probabilistic latent model in the decomposition. A covariance-based block-relaxation algorithm is derived to obtain estimates of model parameters. Thanks to the covariance formulation of the solving procedure and thanks to the probabilistic modeling, the method can be used in sparse and irregular sampling schemes, making it applicable in numerous settings. We apply our approach to help characterize multiple neurocognitive scores observed over time in the Alzheimer's Disease Neuroimaging Initiative (ADNI) study. Finally, intensive simulations show a notable advantage of our method in reconstructing tensors.
format Preprint
id arxiv_https___arxiv_org_abs_2410_18696
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Latent Functional PARAFAC for modeling multidimensional longitudinal data
Sort, Lucas
Brusquet, Laurent Le
Tenenhaus, Arthur
Methodology
In numerous settings, it is increasingly common to deal with longitudinal data organized as high-dimensional multi-dimensional arrays, also known as tensors. Within this framework, the time-continuous property of longitudinal data often implies a smooth functional structure on one of the tensor modes. To help researchers investigate such data, we introduce a new tensor decomposition approach based on the CANDECOMP/PARAFAC decomposition. Our approach allows for representing a high-dimensional functional tensor as a low-dimensional set of functions and feature matrices. Furthermore, to capture the underlying randomness of the statistical setting more efficiently, we introduce a probabilistic latent model in the decomposition. A covariance-based block-relaxation algorithm is derived to obtain estimates of model parameters. Thanks to the covariance formulation of the solving procedure and thanks to the probabilistic modeling, the method can be used in sparse and irregular sampling schemes, making it applicable in numerous settings. We apply our approach to help characterize multiple neurocognitive scores observed over time in the Alzheimer's Disease Neuroimaging Initiative (ADNI) study. Finally, intensive simulations show a notable advantage of our method in reconstructing tensors.
title Latent Functional PARAFAC for modeling multidimensional longitudinal data
topic Methodology
url https://arxiv.org/abs/2410.18696