Multilinear principal component analysis: Difference between revisions

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Within [[statistics]], '''Multilinear principal component analysis''' ('''MPCA''') is a [[Multilinear algebra|multilinear]] extension of [[principal component analysis]] (PCA). MPCA is employed in the analysis of M-way arrays, i.e. a cube or hyper-cube of numbers, also informally referred to as a "data tensor". M-way arrays may be modeled by
* linear tensor models such as CANDECOMP/Parafac, or
* multilinear tensor models, such as multilinear principal component analysis (MPCA), or multilinear independent component analysis (MICA), etc.