Multiway generalized canonical correlation analysis

Author:

Gloaguen Arnaud1,Philippe Cathy2,Frouin Vincent2,Gennari Giulia3,Dehaene-Lambertz Ghislaine3,Le Brusquet Laurent4,Tenenhaus Arthur5

Affiliation:

1. Laboratoire des Signaux et Systèmes (L2S), CNRS-CentraleSupélec, Université Paris-Saclay, 3 rue Joliot-Curie, 91192 Gif-sur-Yvette cedex, France and Université Paris-Saclay, CEA, Neurospin, 91191, Gif-sur-Yvette, France

2. Université Paris-Saclay, CEA, Neurospin, 91191, Gif-sur-Yvette, France

3. Cognitive Neuroimaging Unit, CEA, INSERM U992, NeuroSpin Center, 91191 Gif-sur-Yvette, France

4. Laboratoire des Signaux et Systèmes (L2S), CNRS-CentraleSupélec, Université Paris-Saclay, 3 rue Joliot-Curie, 91192 Gif-sur-Yvette cedex, France

5. Laboratoire des Signaux et Systèmes (L2S), CNRS-CentraleSupélec, Université Paris-Saclay, 3 rue Joliot-Curie, 91192 Gif-sur-Yvette cedex, France and Institut du Cerveau, INSERM U1127, CNRS UMR 7225, Sorbonne Universitè, F-75013, Paris, France

Abstract

Summary Regularized generalized canonical correlation analysis (RGCCA) is a general multiblock data analysis framework that encompasses several important multivariate analysis methods such as principal component analysis, partial least squares regression, and several versions of generalized canonical correlation analysis. In this article, we extend RGCCA to the case where at least one block has a tensor structure. This method is called multiway generalized canonical correlation analysis (MGCCA). Convergence properties of the MGCCA algorithm are studied, and computation of higher-level components are discussed. The usefulness of MGCCA is shown on simulation and on the analysis of a cognitive study in human infants using electroencephalography (EEG).

Publisher

Oxford University Press (OUP)

Subject

Statistics, Probability and Uncertainty,General Medicine,Statistics and Probability

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