Related papers: Weighted Tensor Completion for Time-Series Causal …

This study aims to solve the over-reliance on the rank estimation strategy in the standard tensor factorization-based tensor recovery and the problem of a large computational cost in the standard t-SVD-based tensor recovery. To this end, we…

Existing tensor completion formulation mostly relies on partial observations from a single tensor. However, tensors extracted from real-world data are often more complex due to: (i) Partial observation: Only a small subset (e.g., 5%) of…

Marginal structural models (MSMs) are widely used in observational studies to estimate the causal effect of time-varying treatments. Despite its popularity, limited attention has been paid to summarizing the treatment history in the outcome…

This paper proposes a supervised dimension reduction methodology for tensor data which has two advantages over most image-based prognostic models. First, the model does not require tensor data to be complete which expands its application to…

The problem of missing values in multivariable time series is a key challenge in many applications such as clinical data mining. Although many imputation methods show their effectiveness in many applications, few of them are designed to…

This paper proposes a new method for estimating high-dimensional binary choice models. We consider a semiparametric model that places no distributional assumptions on the error term, allows for heteroskedastic errors, and permits endogenous…

Modeling of multidimensional signal using tensor is more convincing than representing it as a collection of matrices. The tensor based approaches can explore the abundant spatial and temporal structures of the mutlidimensional signal. The…

The real-life data have a complex and non-linear structure due to their nature. These non-linearities and the large number of features can usually cause problems such as the empty-space phenomenon and the well-known curse of dimensionality.…

The analysis of multidimensional data is becoming a more and more relevant topic in statistical and machine learning research. Given their complexity, such data objects are usually reshaped into matrices or vectors and then analysed.…

There has been increased interest in missing sensor data imputation, which is ubiquitous in the field of structural health monitoring (SHM) due to discontinuous sensing caused by sensor malfunction. To address this fundamental issue, this…

Multitask learning (MTL) leverages task-relatedness to enhance performance. With the emergence of multimodal data, tasks can now be referenced by multiple indices. In this paper, we employ high-order tensors, with each mode corresponding to…

Recently, a tensor factorization based method for a low tubal rank tensor completion problem of a third order tensor was proposed, which performed better than some existing methods. Tubal rank is only defined on one mode of third order…

To address the common problem of high dimensionality in tensor regressions, we introduce a generalized tensor random projection method that embeds high-dimensional tensor-valued covariates into low-dimensional subspaces with minimal loss of…

A major limitation of machine learning (ML) prediction models is that they recover associational, rather than causal, predictive relationships between variables. In high-stakes automation applications of ML this is problematic, as the model…

We propose a novel framework in high-dimensional factor models to simultaneously analyse multiple tensor time series, each with potentially different tensor orders and dimensionality. The connection between different tensor time series is…

Compressed sensing extends from the recovery of sparse vectors from undersampled measurements via efficient algorithms to the recovery of matrices of low rank from incomplete information. Here we consider a further extension to the…

We propose a numerical method to obtain an adequate value for the upper bound on the rank for the tensor completion problem on the variety of third-order tensors of bounded tensor-train rank. The method is inspired by the parametrization of…

Causal learning has long concerned itself with the accurate recovery of underlying causal mechanisms. Such causal modelling enables better explanations of out-of-distribution data. Prior works on causal learning assume that the high-level…

Multivariate time series is a very active topic in the research community and many machine learning tasks are being used in order to extract information from this type of data. However, in real-world problems data has missing values, which…

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…