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Low-rank tensor sensing is a fundamental problem with broad applications in signal processing and machine learning. Among various tensor models, low-Tucker-rank tensors are particularly attractive for capturing multi-mode subspace…
One popular way to compute the CANDECOMP/PARAFAC (CP) decomposition of a tensor is to transform the problem into a sequence of overdetermined least squares subproblems with Khatri-Rao product (KRP) structure involving factor matrices. In…
Tensor decompositions have become a central tool in data science, with applications in areas such as data analysis, signal processing, and machine learning. A key property of many tensor decompositions, such as the canonical polyadic…
The sparse factorization of a large matrix is fundamental in modern statistical learning. In particular, the sparse singular value decomposition and its variants have been utilized in multivariate regression, factor analysis, biclustering,…
Tensor decomposition of high-dimensional data often struggles to capture semantically or physically meaningful structures, particularly when relying on reconstruction objectives and fixed-rank constraints. We introduce a no-rank tensor…
Multivariate time series in domains such as finance, climate science, and healthcare often exhibit long-term trends, seasonal patterns, and short-term fluctuations, complicating causal inference under non-stationarity and autocorrelation.…
Machine learning and data mining algorithms are becoming increasingly important in analyzing large volume, multi-relational and multi--modal datasets, which are often conveniently represented as multiway arrays or tensors. It is therefore…
The online analysis of multi-way data stored in a tensor $\mathcal{X} \in \mathbb{R} ^{I_1 \times \dots \times I_N} $ has become an essential tool for capturing the underlying structures and extracting the sensitive features which can be…
Numerous estimators have been proposed for factor analysis, and their statistical properties have been extensively studied. In the early 2000s, a novel matrix factorization-based approach, known as Matrix Decomposition Factor Analysis…
In this work, we describe advanced numerical tools for working with multivariate functions and for the analysis of large data sets. These tools will drastically reduce the required computing time and the storage cost, and, therefore, will…
Fourier PCA is Principal Component Analysis of a matrix obtained from higher order derivatives of the logarithm of the Fourier transform of a distribution.We make this method algorithmic by developing a tensor decomposition method for a…
Over recent years it has become well accepted that user interest is not static or immutable. There are a variety of contextual factors, such as time of day, the weather or the user's mood, that influence the current interests of the user.…
In this paper we propose novel methods for compression and recovery of multilinear data under limited sampling. We exploit the recently proposed tensor- Singular Value Decomposition (t-SVD)[1], which is a group theoretic framework for…
Practical tensor data is often along with time information. Most existing temporal decomposition approaches estimate a set of fixed factors for the objects in each tensor mode, and hence cannot capture the temporal evolution of the objects'…
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 completion refers to the task of estimating the missing data from an incomplete measurement or observation, which is a core problem frequently arising from the areas of big data analysis, computer vision, and network engineering. Due…
While nonparametric density estimators often perform well on low dimensional data, their performance can suffer when applied to higher dimensional data, owing presumably to the curse of dimensionality. One technique for avoiding this is to…
Efficiently computing a subset of a correlation matrix consisting of values above a specified threshold is important to many practical applications. Real-world problems in genomics, machine learning, finance other applications can produce…
Factorial clustering methods have been developed in recent years thanks to the improving of computational power. These methods perform a linear transformation of data and a clustering on transformed data optimizing a common criterion.…
The data in many disciplines such as social networks, web analysis, etc. is link-based, and the link structure can be exploited for many different data mining tasks. In this paper, we consider the problem of temporal link prediction: Given…