论文标题

广义高维矩阵变化回归的低排列潜在基质因子预测建模

Low-rank Latent Matrix-factor Prediction Modeling for Generalized High-dimensional Matrix-variate Regression

论文作者

Zhang, Yuzhe, Zhang, Xu, Zhang, Hong, Liu, Aiyi, Liu, Catherine

论文摘要

通过使用计算机断层扫描(CT)扫描的2D图像生物标志物诊断COVID-19疾病的动机,我们提出了一种新型的潜在矩阵 - 因子回归模型,以预测可能来自指数分布家族的反应,协变量包括高维矩阵可变生物标志物。制定了潜在的广义矩阵回归(Lagmar),其中潜在预测因子是从矩阵的低级别信号中提取的低维矩阵因子得分,这是通过尖端的矩阵因子模型。与惩罚矢量化的一般精神以及在文献中调整参数的必要性不同,我们在拉格马中的预测建模会降低维度,从而尊重矩阵协方差的内在二维结构的几何特征,从而避免了迭代。这极大地减轻了计算负担,同时维护结构信息,因此由于高差异性,潜在的矩阵因子特征可以完美地替代棘手的矩阵变化。通过将双线性形式矩阵因子模型转换为高维矢量因子模型,从而巧妙地得出了拉格马的估计过程,从而可以应用原理成分的方法。我们建立了潜在预测因子和预测一致性的估计基质系数的双线性形式一致性。建议的方法可以方便地实施。通过模拟实验,在广义基质回归的各种情况下,Lagmar的预测能力表现出优于现有的惩罚方法。通过应用于实际Covid-19数据集的应用,提出的方法被证明可以有效地预测COVID-19。

Motivated by diagnosing the COVID-19 disease using 2D image biomarkers from computed tomography (CT) scans, we propose a novel latent matrix-factor regression model to predict responses that may come from an exponential distribution family, where covariates include high-dimensional matrix-variate biomarkers. A latent generalized matrix regression (LaGMaR) is formulated, where the latent predictor is a low-dimensional matrix factor score extracted from the low-rank signal of the matrix variate through a cutting-edge matrix factor model. Unlike the general spirit of penalizing vectorization plus the necessity of tuning parameters in the literature, instead, our prediction modeling in LaGMaR conducts dimension reduction that respects the geometry characteristic of intrinsic two-dimensional structure of the matrix covariate and thus avoids iteration. This greatly relieves the computation burden, and meanwhile maintains structural information so that the latent matrix factor feature can perfectly replace the intractable matrix-variate owing to high-dimensionality. The estimation procedure of LaGMaR is subtly derived by transforming the bilinear form matrix factor model onto a high-dimensional vector factor model, so that the method of principle components can be applied. We establish bilinear-form consistency of the estimated matrix coefficient of the latent predictor and consistency of prediction. The proposed approach can be implemented conveniently. Through simulation experiments, prediction capability of LaGMaR is shown to outperform existing penalized methods under diverse scenarios of generalized matrix regressions. Through the application to a real COVID-19 dataset, the proposed approach is shown to predict efficiently the COVID-19.

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