Dynamic tensor clustering

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Publication:5208093

DOI10.1080/01621459.2018.1527701zbMATH Open1428.62260arXiv1708.07259OpenAlexW2963256582MaRDI QIDQ5208093FDOQ5208093


Authors: Wei Sun, Lexin Li Edit this on Wikidata


Publication date: 15 January 2020

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Abstract: Dynamic tensor data are becoming prevalent in numerous applications. Existing tensor clustering methods either fail to account for the dynamic nature of the data, or are inapplicable to a general-order tensor. Also there is often a gap between statistical guarantee and computational efficiency for existing tensor clustering solutions. In this article, we aim to bridge this gap by proposing a new dynamic tensor clustering method, which takes into account both sparsity and fusion structures, and enjoys strong statistical guarantees as well as high computational efficiency. Our proposal is based upon a new structured tensor factorization that encourages both sparsity and smoothness in parameters along the specified tensor modes. Computationally, we develop a highly efficient optimization algorithm that benefits from substantial dimension reduction. In theory, we first establish a non-asymptotic error bound for the estimator from the structured tensor factorization. Built upon this error bound, we then derive the rate of convergence of the estimated cluster centers, and show that the estimated clusters recover the true cluster structures with a high probability. Moreover, our proposed method can be naturally extended to co-clustering of multiple modes of the tensor data. The efficacy of our approach is illustrated via simulations and a brain dynamic functional connectivity analysis from an Autism spectrum disorder study.


Full work available at URL: https://arxiv.org/abs/1708.07259




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