Hierarchical multilinear models for multiway data
Reduced-rank decompositions provide descriptions of the variation among the elements of a matrix or array. In such decompositions, the elements of an array are expressed as products of low-dimensional latent factors. This article presents a model-based version of such a decomposition, extending the scope of reduced-rank methods to accommodate a variety of data types such as longitudinal social networks and continuous multivariate data that are cross-classified by categorical variables. The proposed model-based approach is hierarchical, in that the latent factors corresponding to a given dimension of the array are not a priori independent, but exchangeable. Such a hierarchical approach allows more flexibility in the types of patterns that can be represented.
Year of publication: |
2011
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Authors: | Hoff, Peter D. |
Published in: |
Computational Statistics & Data Analysis. - Elsevier, ISSN 0167-9473. - Vol. 55.2011, 1, p. 530-543
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Publisher: |
Elsevier |
Keywords: | Bayesian Multiplicative model PARAFAC Regularization Shrinkage |
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