2012
DOI: 10.1002/cem.2452
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Robust PARAFAC for incomplete data

Abstract: Different methods exist to explore multiway data. In this article, we focus on the widely used PARAFAC (parallel factor analysis) model, which expresses multiway data in a more compact way without ignoring the underlying complex structure. An alternating least squares procedure is typically used to fit the PARAFAC model. It is, however, well known that least squares techniques are very sensitive to outliers, and hence, the PARAFAC model as a whole is a nonrobust method. Therefore a robust alternative, which ca… Show more

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Cited by 34 publications
(16 citation statements)
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“…The PARAFAC model in terms of single elements of the data cube X ¼ ðx ijk Þ (i.e. for ith observation of jth variable in kth time), can be written as (Bro 1998;Harshman and Lundy 1994;Smilde et al 2004;Bosco et al 2006;Hubert et al 2012): Fig. 1 Three-way data structure-a graphical representation of the data array (cube) X and its slices X k , b the principle of unfolding the data cube X into data matrix X and the principle of centering and scaling of the unfolded data matrix X, c graphical representation of the formula (2) here e ijk stand for residuals.…”
Section: Three-way Analysis: Parafacmentioning
confidence: 99%
“…The PARAFAC model in terms of single elements of the data cube X ¼ ðx ijk Þ (i.e. for ith observation of jth variable in kth time), can be written as (Bro 1998;Harshman and Lundy 1994;Smilde et al 2004;Bosco et al 2006;Hubert et al 2012): Fig. 1 Three-way data structure-a graphical representation of the data array (cube) X and its slices X k , b the principle of unfolding the data cube X into data matrix X and the principle of centering and scaling of the unfolded data matrix X, c graphical representation of the formula (2) here e ijk stand for residuals.…”
Section: Three-way Analysis: Parafacmentioning
confidence: 99%
“…For example, in [11], alternating iteratively reweighted least squares (IRLS) using Huber influence functions was considered. In [12] alternating least absolute deviation (LAD) regression was proposed, while in [13] a robust PCA method was adapted to CP estimation. Alternating LAD regression was revisited in [14] and [15].…”
Section: Introductionmentioning
confidence: 99%
“…Besides Kroonenberg and Van Ginkel [12], other studies about missing data in three-mode data include Hubert et al [34], Louwerse et al [35], and Tian et al [36]. The paper by Kroonenberg and Van Ginkel [12] was aimed at defining combination rules for the Tucker2 model for multiply imputed data sets.…”
Section: Research Questionsmentioning
confidence: 99%
“…However, the problem of accurately taking the threemode structure into account in the imputation model was not addressed (wide imputation was used) and no systematic simulation study was conducted. Hubert et al [34] discussed an EM-based estimation method for the Parafac model that was robust to both outliers and incomplete data. Outliers are not the topic of the present paper so the only EM-based method in our study will be the standard EM algorithm.…”
Section: Research Questionsmentioning
confidence: 99%