Probabilistic PARAFAC2

21 Jun 2018Philip J. H. JørgensenSøren F. V. NielsenJesper L. HinrichMikkel N. SchmidtKristoffer H. MadsenMorten Mørup

The PARAFAC2 is a multimodal factor analysis model suitable for analyzing multi-way data when one of the modes has incomparable observation units, for example because of differences in signal sampling or batch sizes. A fully probabilistic treatment of the PARAFAC2 is desirable in order to improve robustness to noise and provide a well founded principle for determining the number of factors, but challenging because the factor loadings are constrained to be orthogonal... (read more)

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