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In autoregressive modeling for tensor-valued time series, Tucker decomposition, when applied to the coefficient tensor, provides a clear interpretation of supervised factor modeling but loses its efficiency rapidly with increasing tensor…

Methodology · Statistics 2025-06-03 Yuxi Cai , Lan Li , Yize Wang , Guodong Li

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.…

Machine Learning · Statistics 2021-04-09 Giuseppe Brandi , T. Di Matteo

Higher-order tensors arise frequently in applications such as neuroimaging, recommendation system, social network analysis, and psychological studies. We consider the problem of low-rank tensor estimation from possibly incomplete,…

Machine Learning · Statistics 2020-12-15 Chanwoo Lee , Miaoyan Wang

We study rank selection for low-rank tensor regression under random covariates design. Under a Gaussian random-design model and some mild conditions, we derive population expressions for the expected training-testing discrepancy (optimism)…

Machine Learning · Statistics 2026-03-30 Haoming Shi , Eric C. Chi , Hengrui Luo

This paper introduces a new multivariate convolutional sparse coding based on tensor algebra with a general model enforcing both element-wise sparsity and low-rankness of the activations tensors. By using the CP decomposition, this model…

Machine Learning · Statistics 2019-08-12 Pierre Humbert , Julien Audiffren , Laurent Oudre , Nicolas Vayatis

We study the least squares regression problem \begin{align*} \min_{\Theta \in \mathcal{S}_{\odot D,R}} \|A\Theta-b\|_2, \end{align*} where $\mathcal{S}_{\odot D,R}$ is the set of $\Theta$ for which $\Theta = \sum_{r=1}^{R} \theta_1^{(r)}…

Machine Learning · Computer Science 2017-09-22 Jarvis Haupt , Xingguo Li , David P. Woodruff

Tensors are becoming prevalent in modern applications such as medical imaging and digital marketing. In this paper, we propose a sparse tensor additive regression (STAR) that models a scalar response as a flexible nonparametric function of…

Machine Learning · Statistics 2021-03-08 Botao Hao , Boxiang Wang , Pengyuan Wang , Jingfei Zhang , Jian Yang , Will Wei Sun

This article proposes a Bayesian approach to regression with a scalar response against vector and tensor covariates. Tensor covariates are commonly vectorized prior to analysis, failing to exploit the structure of the tensor, and resulting…

Methodology · Statistics 2015-09-23 Rajarshi Guhaniyogi , Shaan Qamar , David B. Dunson

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…

Numerical Analysis · Mathematics 2019-05-20 Rachel Minster , Arvind K. Saibaba , Misha E. Kilmer

The goal of this paper is to find a low-rank approximation for a given tensor. Specifically, we give a computable strategy on calculating the rank of a given tensor, based on approximating the solution to an NP-hard problem. In this paper,…

Numerical Analysis · Mathematics 2016-10-20 Xiaofei Wang , Carmeliza Navasca

We propose a Bayesian tensor-on-tensor regression approach to predict a multidimensional array (tensor) of arbitrary dimensions from another tensor of arbitrary dimensions, building upon the Tucker decomposition of the regression…

Methodology · Statistics 2022-10-21 Kunbo Wang , Yanxun Xu

We investigate a generalized framework to estimate a latent low-rank plus sparse tensor, where the low-rank tensor often captures the multi-way principal components and the sparse tensor accounts for potential model mis-specifications or…

Methodology · Statistics 2022-04-15 Jian-Feng Cai , Jingyang Li , Dong Xia

We provide guarantees for learning latent variable models emphasizing on the overcomplete regime, where the dimensionality of the latent space can exceed the observed dimensionality. In particular, we consider multiview mixtures, spherical…

Machine Learning · Computer Science 2014-12-18 Animashree Anandkumar , Rong Ge , Majid Janzamin

In this paper, we study the problem of low-rank tensor learning, where only a few of training samples are observed and the underlying tensor has a low-rank structure. The existing methods are based on the sum of nuclear norms of unfolding…

Machine Learning · Computer Science 2024-10-25 Sijia Xia , Michael K. Ng , Xiongjun Zhang

We propose a sampling-based method for computing the tensor ring (TR) decomposition of a data tensor. The method uses leverage score sampled alternating least squares to fit the TR cores in an iterative fashion. By taking advantage of the…

Numerical Analysis · Mathematics 2021-07-12 Osman Asif Malik , Stephen Becker

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…

Machine Learning · Computer Science 2025-06-30 Zhengyun Cheng , Changhao Wang , Guanwen Zhang , Yi Xu , Wei Zhou , Xiangyang Ji

The paper considers function-valued tensors, viewed as multidimensional arrays with entries in an abstract Hilbert space. Despite the absence of the algebraic structure of a field, the geometric inner-product structure suffices to introduce…

Numerical Analysis · Mathematics 2025-12-01 Stanislav Budzinskiy , Vladimir Kazeev , Maxim Olshanskii

In modern data science, dynamic tensor data is prevailing in numerous applications. An important task is to characterize the relationship between such dynamic tensor and external covariates. However, the tensor data is often only partially…

Machine Learning · Statistics 2021-05-17 Jie Zhou , Will Wei Sun , Jingfei Zhang , Lexin Li

In many modern regression applications, the response consists of multiple categorical random variables whose probability mass is a function of a common set of predictors. In this article, we propose a new method for modeling such a…

Methodology · Statistics 2024-05-15 Aaron J. Molstad , Xin Zhang

Existing methods of vector autoregressive model for multivariate time series analysis make use of low-rank matrix approximation or Tucker decomposition to reduce the dimension of the over-parameterization issue. In this paper, we propose a…

Statistics Theory · Mathematics 2026-01-05 Sijia Xia , Michael K. Ng , Xiongjun Zhang