Candecomp/Parafac

A review of tensor-based methods and their application to hospital care data

In many situations, a researcher is interested in the analysis of the scores of a set of observation units on a set of variables. However, in medicine, it is very frequent that the information is replicated at different occasions. The occasions can be time-varying or refer to different conditions. In such cases, the data can be stored in a 3-way array or tensor. The Candecomp/Parafac and Tucker3 methods represent the most common methods for analyzing 3-way tensors.

Candecomp/Parafac with zero constraints at arbitrary positions in a loading matrix

When one interprets Candecomp/Parafac (CP) solutions for analyzing three-way data, small loadings are often ignored, that is, considered to be zero. Rather than just considering them zero, it seems better to actually model such values as zero. This can be done by successive modeling approaches as well as by a simultaneous modeling approach. This paper offers algorithms for three such approaches, and compares them on the basis of empirical data and a simulation study.

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