Related papers: Regularized Tensor Factorizations and Higher-Order…
This paper introduces a novel sparse latent factor modeling framework using sparse asymptotic Principal Component Analysis (APCA) to analyze the co-movements of high-dimensional panel data over time. Unlike existing methods based on sparse…
Principal Component Analysis (PCA) is a cornerstone of dimensionality reduction, yet its classical formulation relies critically on second-order moments and is therefore fragile in the presence of heavy-tailed data and impulsive noise.…
Robust principal component analysis (RPCA) can recover low-rank matrices when they are corrupted by sparse noises. In practice, many matrices are, however, of high-rank and hence cannot be recovered by RPCA. We propose a novel method called…
We discuss extended definitions of linear and multilinear operations such as Kronecker, Hadamard, and contracted products, and establish links between them for tensor calculus. Then we introduce effective low-rank tensor approximation…
We consider the problem of low-rank decomposition of incomplete multiway tensors. Since many real-world data lie on an intrinsically low dimensional subspace, tensor low-rank decomposition with missing entries has applications in many data…
Tensor data often suffer from missing value problem due to the complex high-dimensional structure while acquiring them. To complete the missing information, lots of Low-Rank Tensor Completion (LRTC) methods have been proposed, most of which…
The widespread use of multisensor technology and the emergence of big datasets have created the need to develop tools to reduce, approximate, and classify large and multimodal data such as higher-order tensors. While early approaches…
Principal Component Analysis (PCA) is a fundamental data preprocessing tool in the world of machine learning. While PCA is often thought of as a dimensionality reduction method, the purpose of PCA is actually two-fold: dimension reduction…
Many applications in data science and scientific computing involve large-scale datasets that are expensive to store and compute with, but can be efficiently compressed and stored in an appropriate tensor format. In recent years, randomized…
Sparse Principal Component Analysis (PCA) methods are efficient tools to reduce the dimension (or the number of variables) of complex data. Sparse principal components (PCs) are easier to interpret than conventional PCs, because most…
Principal Component Analysis (PCA) is the most widely used tool for linear dimensionality reduction and clustering. Still it is highly sensitive to outliers and does not scale well with respect to the number of data samples. Robust PCA…
Tensor decomposition is an important technique for capturing the high-order interactions among multiway data. Multi-linear tensor composition methods, such as the Tucker decomposition and the CANDECOMP/PARAFAC (CP), assume that the complex…
Based on a new atomic norm, we propose a new convex formulation for sparse matrix factorization problems in which the number of nonzero elements of the factors is assumed fixed and known. The formulation counts sparse PCA with multiple…
Tensor Factor Models (TFM) are appealing dimension reduction tools for high-order large-dimensional tensor time series, and have wide applications in economics, finance and medical imaging. In this paper, we propose a projection estimator…
Due to the rapid growth of smart agents such as weakly connected computational nodes and sensors, developing decentralized algorithms that can perform computations on local agents becomes a major research direction. This paper considers the…
Low-rank tensor decompositions (TDs) provide an effective framework for multiway data analysis. Traditional TD methods rely on predefined structural assumptions, such as CP or Tucker decompositions. From a probabilistic perspective, these…
Principal component analysis (PCA) is a widespread technique for data analysis that relies on the covariance-correlation matrix of the analyzed data. However to properly work with high-dimensional data, PCA poses severe mathematical…
High dimensional data has introduced challenges that are difficult to address when attempting to implement classical approaches of statistical process control. This has made it a topic of interest for research due in recent years. However,…
We consider the dimensionality-reduction problem (finding a subspace approximation of observed data) for contaminated data in the high dimensional regime, where the number of observations is of the same magnitude as the number of variables…
Variables in many massive high-dimensional data sets are structured, arising for example from measurements on a regular grid as in imaging and time series or from spatial-temporal measurements as in climate studies. Classical multivariate…