The Advanced Tutorials are unlocked after completing Chapter 8 of the Intermediate Tutorials. They introduce the new gameplay elements of Burst Limit, and they are as follows:
Chapter 9: Transforming
Chapter 10: Aura Actions
Chapter 11: Aura Spark
Chapter 12: Drama Pieces
Just like previously, you have unlimited health in these sessions. Depending on your response time, these four sessions could take anywhere from ten minutes to half an hour or more, but if you keep trying you will get them. They are Advanced for a reason.
You do NOT need to complete these to be able to play the game, but it is recommended that you complete these if you want to play on the harder difficulties.