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Bayesian tensor regression using the Tucker decomposition for sparse spatial modeling
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Modeling with multidimensional arrays, or tensors, often presents a problem due to high dimensionality. In addition, these structures typically exhibit inherent sparsity, requiring the use of regularization methods to properly characterize an association between a tensor covariate and a scalar response. We propose a Bayesian method to efficiently model a scalar response with a tensor covariate using the Tucker tensor decomposition in order to retain the spatial relationship within a tensor coefficient, while reducing the number of parameters varying within the model and applying regularization methods. Simulated data are analyzed to compare the model to recently proposed methods. A neuroimaging analysis using data from the Alzheimer's Data Neuroimaging Initiative is included to illustrate the benefits of the model structure in making inference.
Forward citations
Cited by 3 Pith papers
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Functional Tensor Regression
A new regression framework models scalar responses against functional tensor covariates using low Tucker rank and spline smoothness, with a provably quadratically convergent Riemannian Gauss-Newton algorithm.
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A debiased tangent-space projection estimator yields asymptotically normal and minimax-optimal confidence intervals for general linear functionals of low-Tucker-rank tensors.
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Time-varying Parameter Tensor Vector Autoregression
Time-varying tensor VARs with one evolving CP loading and a conditional DIC plus knee point rule recover true configurations in simulations and reveal time-varying fMRI connectivity.
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