Abstract:While matrix variate regression models have been studied in many existing works, classical statistical and computational methods for the analysis of the regression coefficient estimation are highly affected by high dimensional and noisy matrix-valued predictors. To address these issues, this paper proposes a framework of matrix variate regression models based on a rank constraint, vector regularization (e.g., sparsity), and a general loss function with three special cases considered: ordinary matrix regression, robust matrix regression, and matrix logistic regression. We also propose an alternating projected gradient descent algorithm. Based on analyzing our objective functions on manifolds with bounded curvature, we show that the algorithm is guaranteed to converge, all accumulation points of the iterates have estimation errors in the order of $O(1/\sqrt{n})$ asymptotically and substantially attaining the minimax rate. Our theoretical analysis can be applied to general optimization problems on manifolds with bounded curvature and can be considered an important technical contribution to this work. We validate the proposed method through simulation studies and real image data examples.
Abstract:In real-world application scenarios, it is crucial for marine navigators and security analysts to predict vessel movement trajectories at sea based on the Automated Identification System (AIS) data in a given time span. This article presents an unsupervised method of ship movement trajectory prediction which represents the data in a three-dimensional space which consists of time difference between points, the scaled error distance between the tested and its predicted forward and backward locations, and the space-time angle. The representation feature space reduces the search scope for the next point to a collection of candidates which fit the local path prediction well, and therefore improve the accuracy. Unlike most statistical learning or deep learning methods, the proposed clustering-based trajectory reconstruction method does not require computationally expensive model training. This makes real-time reliable and accurate prediction feasible without using a training set. Our results show that the most prediction trajectories accurately consist of the true vessel paths.