Events and Meetings of Italian Statistical Society, Advances in Latent Variables - Methods, Models and Applications

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SCREAM: A novel multi-way method for regression on tensors with shifts along one mode
Federico Marini, Rasmus Bro

Last modified: 2013-06-15


A method for calculating regression models on multi-way arrays where shift of profile shape changes occur along one mode is presented. The method is based on defining an opportune least-squares loss-function by combining features of PARAFAC2 and multiway covariate regression. When applied to simulated and real world cases, very satisfying results were obtained, as the proposed approach outperformed significantly all other methods.

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