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Vector autoregressions (VARs) are popular model for analyzing multivariate economic time series. However, VARs can be over-parameterized if the numbers of variables and lags are moderately large. Tensor VAR, a recent solution to…

Methodology · Statistics 2024-09-13 Yiyong Luo , Jim E. Griffin

DeepTensor is a computationally efficient framework for low-rank decomposition of matrices and tensors using deep generative networks. We decompose a tensor as the product of low-rank tensor factors (e.g., a matrix as the outer product of…

Product between mode-$n$ unfolding $\bY_{(n)}$ of an $N$-D tensor $\tY$ and Khatri-Rao products of $(N-1)$ factor matrices $\bA^{(m)}$, $m = 1,..., n-1, n+1, ..., N$ exists in algorithms for CANDECOMP/PARAFAC (CP). If $\tY$ is an error…

Numerical Analysis · Computer Science 2015-03-20 Anh Huy Phan , Petr Tichavský , Andrzej Cichocki

To achieve the joint active and passive beamforming gains in the reconfigurable intelligent surface assisted millimeter wave system, the reflected cascade channel needs to be accurately estimated. Many strategies have been proposed in the…

Information Theory · Computer Science 2021-09-22 Yiming Liu , Erwu Liu , Rui Wang , Zhu Han , Binyu Lu

In this paper, we consider signals with a low-rank covariance matrix which reside in a low-dimensional subspace and can be written in terms of a finite (small) number of parameters. Although such signals do not necessarily have a sparse…

Statistics Theory · Mathematics 2023-07-19 Mahdi Shaghaghi , Sergiy A. Vorobyov

Because of the attractiveness of the canonical polyadic (CP) tensor decomposition in various applications, several algorithms have been designed to compute it, but efficient ones are still lacking. Iterative deflation algorithms based on…

Numerical Analysis · Computer Science 2015-08-24 Alex Pereira da Silva , Pierre Comon , Andre Lima Ferrer de Almeida

There is growing interest to extend low-rank matrix decompositions to multi-way arrays, or tensors. One fundamental low-rank tensor decomposition is the canonical polyadic decomposition (CPD). The challenge of fitting a low-rank,…

Numerical Analysis · Mathematics 2024-07-15 Jeremy M. Myers , Daniel M. Dunlavy

We propose a new numerical algorithm for computing the tensor rank decomposition or canonical polyadic decomposition of higher-order tensors subject to a rank and genericity constraint. Reformulating this computational problem as a system…

Numerical Analysis · Mathematics 2024-07-02 Simon Telen , Nick Vannieuwenhoven

Low-rank tensor decomposition and completion have attracted significant interest from academia given the ubiquity of tensor data. However, the low-rank structure is a global property, which will not be fulfilled when the data presents…

Machine Learning · Computer Science 2019-12-13 Ziyue Li , Nurettin Dorukhan Sergin , Hao Yan , Chen Zhang , Fugee Tsung

Tensors have found application in a variety of fields, ranging from chemometrics to signal processing and beyond. In this paper, we consider the problem of multilinear modeling of sparse count data. Our goal is to develop a descriptive…

Numerical Analysis · Mathematics 2013-09-16 Eric C. Chi , Tamara G. Kolda

A novel algorithm is proposed for CANDECOMP/PARAFAC tensor decomposition to exploit best rank-1 tensor approximation. Different from the existing algorithms, our algorithm updates rank-1 tensors simultaneously in parallel. In order to…

Numerical Analysis · Computer Science 2017-09-26 Anh-Huy Phan , Petr Tichavský , Andrzej Cichocki

In this report we present an analysis of the non-random and the Bayesian Cramer-Rao lower bound (CRLB) for the joint estimation of angle-of-arrival (AoA), angle-of-departure (AoD), and the multipath amplitudes, for the millimeter-wave…

Information Theory · Computer Science 2017-04-04 Laxminarayana S Pillutla , Ramesh Annavajjala

Decompositions of tensors into factor matrices, which interact through a core tensor, have found numerous applications in signal processing and machine learning. A more general tensor model which represents data as an ordered network of…

Numerical Analysis · Computer Science 2016-09-30 Anh-Huy Phan , Andrzej Cichocki , Andre Uschmajew , Petr Tichavsky , George Luta , Danilo Mandic

Tensor decomposition is a powerful tool for extracting physically meaningful latent factors from multi-dimensional nonnegative data, and has been an increasing interest in a variety of fields such as image processing, machine learning, and…

Machine Learning · Computer Science 2024-12-03 Xiongjun Zhang , Michael K. Ng

Nonnegative CANDECOMP/PARAFAC (NCP) decomposition is an important tool to process nonnegative tensor. Sometimes, additional sparse regularization is needed to extract meaningful nonnegative and sparse components. Thus, an optimization…

Machine Learning · Statistics 2018-12-31 Deqing Wang , Fengyu Cong , Tapani Ristaniemi

Canonical Polyadic (CP) tensor decomposition is a fundamental technique for analyzing high-dimensional tensor data. While the Alternating Least Squares (ALS) algorithm is widely used for computing CP decomposition due to its simplicity and…

Methodology · Statistics 2025-05-30 Runshi Tang , Julien Chhor , Olga Klopp , Anru R. Zhang

In this paper, we introduce a new tensor decomposition for third order tensors, which decomposes a third order tensor to three third order low rank tensors in a balanced way. We call such a decomposition the triple decomposition, and the…

Numerical Analysis · Mathematics 2020-03-03 Liqun Qi , Yannan Chen , Mayank Bakshi , Xinzhen Zhang

We extend the traditional framework for estimating subspace bases that maximize the preserved signal energy to additionally preserve the Cram\'er-Rao bound (CRB) of the biophysical parameters and, ultimately, improve accuracy and precision…

Medical Physics · Physics 2025-10-28 Andrew Mao , Sebastian Flassbeck , Cem Gultekin , Jakob Assländer

A general class of Bayesian lower bounds when the underlying loss function is a Bregman divergence is demonstrated. This class can be considered as an extension of the Weinstein--Weiss family of bounds for the mean squared error and relies…

Information Theory · Computer Science 2020-06-17 Alex Dytso , Michael Fauß , H. Vincent Poor

We propose a novel algorithm for the computation of canonical polyadic decomposition (CPD) of large-scale tensors. The proposed algorithm generalizes the random projection (RAP) technique, which is often used to compute large-scale…

Machine Learning · Computer Science 2021-05-11 Lu-Ming Wang , Ya-Nan Wang , Xiao-Feng Gong , Qiu-Hua Lin , Fei Xiang
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