Multilinear principal component analysis: Difference between revisions

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{{context|date=June 2012}}

'''Multilinear Principalprincipal Componentcomponent Analysisanalysis''' (MPCA) is a [[multilinear]] extension of [[principal component analysis]] (PCA). MPCA is employed in the analysis of n-way arrays, i.e. a cube or hyper-cube of numbers, also informally referred to as a "data tensor". N-way arrays may be decomposed, analyzed, or modeled by

* linear tensor models such as CANDECOMP/Parafac, or

* multilinear tensor models, such multilinear principal component analysis (MPCA), or multilinear independent component analysysanalysis (MICA), etc.

The origin of MPCA can be traced back to the [[Tucker decomposition]]<ref>{{Cite journal|last1=Tucker| first1=Ledyard R

| authorlink1 = Ledyard R Tucker

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|date=September 1966

| doi = 10.1007/BF02289464

}}</ref> and Peter Kroonenberg's "M-mode PCA/3-mode PCA" work.<ref name="Kroonenberg1980">P. M. Kroonenberg and J. de Leeuw, [http://www.springerlink.com/content/c8551t1p31236776/ Principal component analysis of three-mode data by means of alternating least squares algorithms], Psychometrika, 45 (1980), pp. 69–97.</ref> In 2000, De Lathauwer etalet al. restated Tucker and Kroonenberg's work in clear and concise numerical computational terms in their SIAM paper entitled "[[Multilinear Singular Value Decomposition]]",<ref name="DeLathauwer2000a">L.D. Lathauwer, B.D. Moor, J. Vandewalle (2000) [http://portal.acm.org/citation.cfm?id=354398 "A multilinear singular value decomposition"], ''SIAM Journal of Matrix Analysis and Applications'', 21 (4), 1253–1278</ref> (HOSVD) and in their paper "On the Best Rank-1 and Rank-(R₁, R₂, ..., R_N ) Approximation of Higher-order Tensors".<ref name=DeLathauwer2000b>L. D. Lathauwer, B. D. Moor, J. Vandewalle (2000) [http://portal.acm.org/citation.cfm?id=354405 "On the best rank-1 and rank-(R1, R2, ..., RN ) approximation of higher-order tensors"], ''SIAM Journal of Matrix Analysis and Applications'' 21 (4), 1324–1342.</ref>

Circa 2001, Vasilescu reframed the data analysis, recognition and synthesis problems as multilinear tensor problems based on the insight that most observed data are the compositional consequence of several causal factors of data formation, and are well suited for multi-modal data tensor analysis. The power of the tensor framework was showcased by analyzing human motion joint angles, facial images or textures in terms of their causal factors of data formation in the following works: Human Motion Signatures

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(ECCV 2002, CVPR 2003, etc.) and computer graphics -- [[TensorTextures]]<ref name="Vasilescu2004"/>(Siggraph 2004).

Historically, MPCA has been referred to as "M-mode PCA", a terminology which was coined by Peter Kroonenberg in 1980.<ref name="Kroonenberg1980"/> In 2005, [[M. Alex O. Vasilescu|Vasilescu]] and [[Demetri Terzopoulos|Terzopoulos]] introduced the Multilinear PCA<ref name="MPCA-MICA2005">M. A. O. Vasilescu, D. Terzopoulos (2005) [http://www.media.mit.edu/~maov/mica/mica05.pdf "Multilinear Independent Component Analysis"], "Proceedings of the IEEE Conference on Computer Vision and Pattern Recognition (CVPR’05), San Diego, CA, June 2005, vol.1, 547-553."</ref> terminology as a way to better differentiate between linear and multilinear tensor decomposition, as well as, to better differentiate between the work<ref name="Vasilescu2002b"/><ref name="Vasilescu2002a"/><ref name="Vasilescu2003"/><ref name="Vasilescu2004"/> that computed 2nd order statistics associated with each data tensor mode(axis), and subsequent work on Multilinear Independent Component Analysis<ref name="MPCA-MICA2005"/> that computed higher order statistics associated with each tensor mode/axis.

Multilinear PCA may be applied to compute the causal factors of data formation, or as signal processing tool on data tensors whose individual observation have either been vectorized <ref name="Vasilescu2002b"/>