Tensor factor adjustment for image classification with pervasive noises

This paper studies a tensor factor model that augments samples from multiple classes. The nuisance common patterns shared across classes are characterised by pervasive noises, and the patterns that distinguish different classes are represented by class‐specific components. Additionally, the pervasive component is modelled by the production of a low‐rank tensor latent factor and several factor loading matrices. This augmented tensor factor model can be expanded to a series of matrix variate tensor factor models and estimated using principal component analysis. The ranks of latent factors are estimated using a modified eigen‐ratio method. The proposed estimators have fast convergence rates and enjoy the blessing of dimensionality. The proposed factor model is applied to address the challenge of overlapping issues in image classification through a factor adjustment procedure. The procedure is shown to be powerful through synthetic experiments and an application to COVID‐19 pneumonia diagnosis from frontal chest X‐ray images.