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Bayesian tensor-on-tensor regression with efficient computation.

Kunbo Wang1, Yanxun Xu1

  • 13400 N. Charles Street, Baltimore, MD 21218.

Statistics and Its Interface
|March 12, 2024
PubMed
Summary
This summary is machine-generated.

We introduce a Bayesian tensor-on-tensor regression method for predicting multidimensional arrays. This approach efficiently estimates both model dimensions and parameters, offering superior performance and uncertainty quantification for complex data.

Keywords:
Fractional Bayes FactorMarkov chain Monte CarloTensor-on-tensor regressionTucker decomposition

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Area of Science:

  • Multivariate statistics
  • Machine learning
  • Data science

Background:

  • Tensor regression is crucial for analyzing multidimensional data.
  • Existing Tucker decomposition methods struggle to simultaneously estimate core tensor dimensions and parameters.
  • A need exists for robust methods addressing these limitations.

Purpose of the Study:

  • To propose a novel Bayesian tensor-on-tensor regression framework.
  • To develop methods for simultaneous estimation of model dimension and parameters.
  • To provide uncertainty quantification for tensor regression.

Main Methods:

  • Bayesian tensor-on-tensor regression utilizing Tucker decomposition.
  • Development of a Markov Chain Monte Carlo (MCMC) algorithm for posterior inference.
  • An optimization-based algorithm with simulated annealing for dimension optimization.

Main Results:

  • The proposed Bayesian framework enables joint estimation of model dimension and parameters.
  • Extensive simulations demonstrate superior performance over alternative methods.
  • The method shows practical effectiveness on facial imaging and 3D motion data.

Conclusions:

  • The developed Bayesian tensor-on-tensor regression offers a powerful tool for multidimensional data prediction.
  • The simultaneous estimation of dimensions and parameters addresses a key limitation in existing methods.
  • The approach provides reliable uncertainty quantification and practical applicability.