Hierarchical multilinear models for multiway data

  • Authors:
  • Peter D. Hoff

  • Affiliations:
  • Departments of Statistics and Biostatistics, University of Washington, Seattle, WA 98195-4322, United States

  • Venue:
  • Computational Statistics & Data Analysis
  • Year:
  • 2011

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Abstract

Reduced-rank decompositions provide descriptions of the variation among the elements of a matrix or array. In such decompositions, the elements of an array are expressed as products of low-dimensional latent factors. This article presents a model-based version of such a decomposition, extending the scope of reduced-rank methods to accommodate a variety of data types such as longitudinal social networks and continuous multivariate data that are cross-classified by categorical variables. The proposed model-based approach is hierarchical, in that the latent factors corresponding to a given dimension of the array are not a priori independent, but exchangeable. Such a hierarchical approach allows more flexibility in the types of patterns that can be represented.