Procrustes Analysis for High-Dimensional Data

Abstract

AbstractThe Procrustes-based perturbation model (Goodall in J R Stat Soc Ser B Methodol 53(2):285–321, 1991) allows minimization of the Frobenius distance between matrices by similarity transformation. However, it suffers from non-identifiability, critical interpretation of the transformed matrices, and inapplicability in high-dimensional data. We provide an extension of the perturbation model focused on the high-dimensional data framework, called the ProMises (Procrustes von Mises–Fisher) model. The ill-posed and interpretability problems are solved by imposing a proper prior distribution for the orthogonal matrix parameter (i.e., the von Mises–Fisher distribution) which is a conjugate prior, resulting in a fast estimation process. Furthermore, we present the Efficient ProMises model for the high-dimensional framework, useful in neuroimaging, where the problem has much more than three dimensions. We found a great improvement in functional magnetic resonance imaging connectivity analysis because the ProMises model permits incorporation of topological brain information in the alignment’s estimation process.