Multiple Linked Tensor Factorization

In biomedical research and other fields, it is now common to generate high content data that are both multi-source and multi-way. Multi-source data are collected from different high-throughput technologies while multi-way data are collected over multiple dimensions, yielding multiple tensor arrays. Integrative analysis of these data sets is needed, e.g., to capture and synthesize different facets of complex biological systems. However, despite growing interest in multi-source and multi-way factorization techniques, methods that can handle data that are both multi-source and multi-way are limited. In this work, we propose a Multiple Linked Tensors Factorization (MULTIFAC) method extending the CANDECOMP/PARAFAC (CP) decomposition to simultaneously reduce the dimension of multiple multi-way arrays and approximate underlying signal. We first introduce a version of the CP factorization with L2 penalties on the latent factors, leading to rank sparsity. When extended to multiple linked tensors, the method automatically reveals latent components that are shared across data sources or individual to each data source. We also extend the decomposition algorithm to its expectation-maximization (EM) version to handle incomplete data with imputation. Extensive simulation studies are conducted to demonstrate MULTIFAC's ability to (i) approximate underlying signal, (ii) identify shared and unshared structures, and (iii) impute missing data. The approach yields an interpretable decomposition on multi-way multi-omics data for a study on early-life iron deficiency.

Bayesian predictive modeling of multi-source multi-way data

We develop a Bayesian approach to predict a continuous or binary outcome from data that are collected from multiple sources with a multi-way (i.e.. multidimensional tensor) structure. As a motivating example we consider molecular data from multiple 'omics sources, each measured over multiple developmental time points, as predictors of early-life iron deficiency (ID) in a rhesus monkey model. We use a linear model with a low-rank structure on the coefficients to capture multi-way dependence and model the variance of the coefficients separately across each source to infer their relative contributions. Conjugate priors facilitate an efficient Gibbs sampling algorithm for posterior inference, assuming a continuous outcome with normal errors or a binary outcome with a probit link. Simulations demonstrate that our model performs as expected in terms of misclassification rates and correlation of estimated coefficients with true coefficients, with large gains in performance by incorporating multi-way structure and modest gains when accounting for differing signal sizes across the different sources. Moreover, it provides robust classification of ID monkeys for our motivating application. Software in the form of R code is available at https://github.com/BiostatsKim/BayesMSMW .