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Regularized matrix data clustering and its application to image analysis

Xu Gao, Weining Shen, Liwen Zhang, Jianhua Hu, Norbert J. Fortin, Ron D. Frostig and Hernando Ombao

Biometrics, 2021, vol. 77, issue 3, 890-902

Abstract: We propose a novel regularized mixture model for clustering matrix‐valued data. The proposed method assumes a separable covariance structure for each cluster and imposes a sparsity structure (eg, low rankness, spatial sparsity) for the mean signal of each cluster. We formulate the problem as a finite mixture model of matrix‐normal distributions with regularization terms, and then develop an expectation maximization type of algorithm for efficient computation. In theory, we show that the proposed estimators are strongly consistent for various choices of penalty functions. Simulation and two applications on brain signal studies confirm the excellent performance of the proposed method including a better prediction accuracy than the competitors and the scientific interpretability of the solution.

Date: 2021
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Citations: View citations in EconPapers (2)

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https://doi.org/10.1111/biom.13354

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