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In the form of multidimensional arrays, tensor data have become increasingly prevalent in modern scientific studies and biomedical applications such as computational biology, brain imaging analysis, and process monitoring system. These data are intrinsically heterogeneous with complex dependencies and structure. Therefore, ad‐hoc dimension reduction methods on tensor data may lack statistical efficiency and can obscure essential findings. Model‐based clustering is a cornerstone of multivariate statistics and unsupervised learning; however, existing methods and algorithms are not designed for tensor‐variate samples. In this article, we propose a tensor envelope mixture model (TEMM) for simultaneous clustering and multiway dimension reduction of tensor data. TEMM incorporates tensor‐structure‐preserving dimension reduction into mixture modeling and drastically reduces the number of free parameters and estimative variability. An expectation‐maximization‐type algorithm is developed to obtain likelihood‐based estimators of the cluster means and covariances, which are jointly parameterized and constrained onto a series of lower dimensional subspaces known as the tensor envelopes. We demonstrate the encouraging empirical performance of the proposed method in extensive simulation studies and a real data application in comparison with existing vector and tensor clustering methods.

 

The expectation-maximization (EM) algorithm and its variants are widely used in statistics. In high-dimensional mixture linear regression, the model is assumed to be a finite mixture of linear regression and the number of predictors is much larger than the sample size. The standard EM algorithm, which attempts to find the maximum likelihood estimator, becomes infeasible for such model. We devise a group lasso penalized EM algorithm and study its statistical properties. Existing theoretical results of regularized EM algorithms often rely on dividing the sample into many independent batches and employing a fresh batch of sample in each iteration of the algorithm. Our algorithm and theoretical analysis do not require sample-splitting, and can be extended to multivariate response cases. The proposed methods also have encouraging performances in numerical studies.