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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

Tensor decomposition plays a key role in identifying common features across a collection of matrices in many areas of science. A fundamental need in big data research is to process data tabulated as large-scale matrices using eigenvectors.…

Computational Engineering, Finance, and Science · Computer Science 2016-05-24 HyungSeon Oh

We consider the problem of online subspace tracking of a partially observed high-dimensional data stream corrupted by noise, where we assume that the data lie in a low-dimensional linear subspace. This problem is cast as an online low-rank…

Numerical Analysis · Computer Science 2017-10-02 Hiroyuki Kasai

We introduce two nonlinear sufficient dimension reduction methods for regressions with tensor-valued predictors. Our goal is two-fold: the first is to preserve the tensor structure when performing dimension reduction, particularly the…

Statistics Theory · Mathematics 2025-12-24 Dianjun Lin , Bing Li , Lingzhou Xue

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

In the field of brain science, data sharing across servers is becoming increasingly challenging due to issues such as industry competition, privacy security, and administrative procedure policies and regulations. Therefore, there is an…

Numerical Analysis · Mathematics 2024-04-19 Yukai Cai , Hang Liu , Xiulin Wang , Hongjin Li , Ziyi Wang , Chuanshuai Yang , Fengyu Cong

The CP tensor decomposition is a low-rank approximation of a tensor. We present a distributed-memory parallel algorithm and implementation of an alternating optimization method for computing a CP decomposition of dense tensor data that can…

Numerical Analysis · Computer Science 2018-06-22 Grey Ballard , Koby Hayashi , Ramakrishnan Kannan

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

This paper proposes fast randomized algorithms for computing the Kronecker Tensor Decomposition (KTD). The proposed algorithms can decompose a given tensor into the KTD format much faster than the existing state-of-the-art algorithms. Our…

Numerical Analysis · Mathematics 2025-05-22 Salman Ahmadi-Asl , Naeim Rezaeian , Andre L. F. de Almeida , Yipeng Liu

Tensor decompositions are powerful tools for large data analytics as they jointly model multiple aspects of data into one framework and enable the discovery of the latent structures and higher-order correlations within the data. One of the…

Machine Learning · Computer Science 2018-07-05 Ekta Gujral , Ravdeep Pasricha , Tianxiong Yang , Evangelos E. Papalexakis

The canonical polyadic (CP) decomposition is one of the most widely used tensor decomposition techniques. The conventional CP decomposition algorithm combines alternating least squares (ALS) with the normal equation. However, the normal…

Numerical Analysis · Mathematics 2025-10-28 Wenchao Xie , Jiawei Xu , Zheng Peng , Qingsong Wang

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

This paper proposes a channel estimation method for Multiple-Input Multiple-Output (MIMO) systems based on Canonical Polyadic (CP) decomposition applied to a mode-factorized tensor representation of the channel. The proposed approach…

Information Theory · Computer Science 2026-05-20 Alexander Blagodarnyi , Alexander Sherstobitov , Vladimir Lyashev

The widespread use of multi-sensor technology and the emergence of big datasets has highlighted the limitations of standard flat-view matrix models and the necessity to move towards more versatile data analysis tools. We show that…

Numerical Analysis · Computer Science 2015-06-19 A. Cichocki , D. Mandic , A-H. Phan , C. Caiafa , G. Zhou , Q. Zhao , L. De Lathauwer

Decoupling multivariate polynomials is useful for obtaining an insight into the workings of a nonlinear mapping, performing parameter reduction, or approximating nonlinear functions. Several different tensor-based approaches have been…

Numerical Analysis · Mathematics 2019-01-31 Konstantin Usevich , Philippe Dreesen , Mariya Ishteva

Many real-world datasets are represented as tensors, i.e., multi-dimensional arrays of numerical values. Storing them without compression often requires substantial space, which grows exponentially with the order. While many tensor…

Machine Learning · Computer Science 2023-09-21 Taehyung Kwon , Jihoon Ko , Jinhong Jung , Kijung Shin

The CP decomposition for high dimensional non-orthogonal spiked tensors is an important problem with broad applications across many disciplines. However, previous works with theoretical guarantee typically assume restrictive incoherence…

Machine Learning · Statistics 2022-09-20 Yuefeng Han , Cun-Hui Zhang

Coupled decompositions are a widely used tool for data fusion. As the volume of data increases, so does the dimensionality of matrices and tensors, highlighting the need for more efficient coupled decomposition algorithms. This paper…

Numerical Analysis · Mathematics 2026-04-22 Erna Begovic , Anita Carevic , Ivana Sain Glibic

We consider the problem of constructing a canonical polyadic (CP) decomposition for a tensor network, rather than a single tensor. We illustrate how it is possible to reduce the complexity of constructing an approximate CP representation of…

Chemical Physics · Physics 2024-07-30 Karl Pierce , Edward F Valeev

Tensor decompositions are a fundamental tool in scientific computing and data analysis. In many applications -- such as simulation data on irregular grids, surrogate modeling for parameterized PDEs, or spectroscopic measurements -- the data…

Numerical Analysis · Mathematics 2026-03-27 Johannes J. Brust , Tamara G. Kolda
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