A sequential algorithm for multiblock orthogonal projections to latent structures

Methods of multiblock bilinear factorizations have increased in popularity in chemistry and biology as recent increases in the availability of information-rich spectroscopic platforms have made collecting multiple spectroscopic observations per sample a practicable possibility. Of the existing multiblock methods, consensus PCA (CPCA-W) and multiblock PLS (MB-PLS) have been shown to bear desirable qualities for multivariate modeling, most notably their computability from single-block PCA and PLS factorizations. While MB-PLS is a powerful extension to the nonlinear iterative partial least squares (NIPALS) framework, it still spreads predictive information across multiple components when response-uncorrelated variation exists in the data. The OnPLS extension to O2PLS provides a means of simultaneously extracting predictive and uncorrelated variation from a set of matrices, but is more suited to unsupervised data discovery than regression. We describe the union of NIPALS MB-PLS with an orthogonal signal correction (OSC) filter, called MB-OPLS, and illustrate its equivalence to single-block OPLS for regression and discriminant analysis.