TENSOR QUANTILE REGRESSION WITH LOW-RANK TENSOR TRAIN ESTIMATION
成果类型:
Article
署名作者:
Liu, Zihuan; Lee, Cheuk Yin; Zhang, Heping
署名单位:
Yale University; Chinese University of Hong Kong
刊物名称:
ANNALS OF APPLIED STATISTICS
ISSN/ISSBN:
1932-6157
DOI:
10.1214/23-AOAS1835
发表日期:
2024
页码:
1294-1318
关键词:
brain
decompositions
optimization
intelligence
CHILDREN
mri
摘要:
Neuroimaging studies often involve predicting a scalar outcome from an array of images collectively called tensor. The use of magnetic resonance imaging (MRI) provides a unique opportunity to investigate the structures of the brain. To learn the association between MRI images and human intelligence, we formulate a scalar-on-image quantile regression framework. However, the high dimensionality of the tensor makes estimating the coefficients for all elements computationally challenging. To address this, we propose a low-rank coefficient array estimation algorithm, based on tensor train (TT) decomposition, which we demonstrate can effectively reduce the dimensionality of the coefficient tensor to a feasible level while ensuring adequacy to the data. Our method is more stable and efficient compared to the commonly used canonic polyadic rank approximation-based method. We also propose a generalized lasso penalty on the coefficient tensor to take advantage of the spatial structure of the tensor, further reduce the dimensionality of the coefficient tensor, and improve the interpretability of the model. The consistency and asymptotic normality of the TT estimator are established under some mild conditions on the covariates and random errors in quantile regression models. The rate of convergence is obtained with regularization under the total variation penalty. Extensive numerical studies, including both synthetic and real MRI imaging data, are conducted to examine the empirical performance of the proposed method and its competitors.
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