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Tensor decompositions are powerful tools for analyzing multi-dimensional data in their original format. Besides tensor decompositions like Tucker and CP, Tensor SVD (t-SVD) which is based on the t-product of tensors is another extension of…

Computer Vision and Pattern Recognition · Computer Science 2023-08-15 Mahdi Molavi , Mansoor Rezghi , Tayyebeh Saeedi

We study the low-rank phase retrieval problem, where the objective is to recover a sequence of signals (typically images) given the magnitude of linear measurements of those signals. Existing solutions involve recovering a matrix…

Image and Video Processing · Electrical Eng. & Systems 2022-02-18 Soo Min Kwon , Xin Li , Anand D. Sarwate

Coupled Matrix Tensor Factorization (CMTF) facilitates the integration and analysis of multiple data sources and helps discover meaningful information. Nonnegative CMTF (N-CMTF) has been employed in many applications for identifying latent…

Machine Learning · Computer Science 2020-03-10 Thirunavukarasu Balasubramaniam , Richi Nayak , Chau Yuen

In low-rank tensor completion tasks, due to the underlying multiple large-scale singular value decomposition (SVD) operations and rank selection problem of the traditional methods, they suffer from high computational cost and high…

Numerical Analysis · Computer Science 2018-05-23 Longhao Yuan , Chao Li , Danilo Mandic , Jianting Cao , Qibin Zhao

This paper considers a structural-factor approach to modeling high-dimensional time series and space-time data by decomposing individual series into trend, seasonal, and irregular components. For ease in analyzing many time series, we…

Methodology · Statistics 2019-03-19 Zhaoxing Gao , Ruey S Tsay

Distance correlation coefficient (DCC) can be used to identify new associations and correlations between multiple variables. The distance correlation coefficient applies to variables of any dimension, can be used to determine smaller sets…

Statistical Finance · Quantitative Finance 2023-01-13 J. E. Salgado-Hernández , Manan Vyas

Recent advances in IoT and biometric sensing technologies have led to the generation of massive and high-dimensional tensor data, yet achieving accurate and efficient low-rank approximation remains a major challenge. Most existing tensor…

Machine Learning · Computer Science 2025-11-03 Hiroki Hasegawa , Yukihiko Okada

Multiway datasets are commonly analyzed using unsupervised matrix and tensor factorization methods to reveal underlying patterns. Frequently, such datasets include timestamps and could correspond to, for example, health-related measurements…

Machine Learning · Computer Science 2025-02-27 Christos Chatzis , Carla Schenker , Jérémy E. Cohen , Evrim Acar

We consider the estimation and inference of graphical models that characterize the dependency structure of high-dimensional tensor-valued data. To facilitate the estimation of the precision matrix corresponding to each way of the tensor, we…

Machine Learning · Statistics 2019-02-27 Xiang Lyu , Will Wei Sun , Zhaoran Wang , Han Liu , Jian Yang , Guang Cheng

This paper proposes a novel method for determining the number of factors in linear factor models under stability considerations. An instability measure is proposed based on the principal angle between the estimated loading spaces obtained…

Methodology · Statistics 2024-09-13 Sze Ming Lee , Yunxiao Chen

How can we capture the hidden properties from a tensor and a matrix data simultaneously in a fast, accurate, and scalable way? Coupled matrix-tensor factorization (CMTF) is a major tool to extract latent factors from a tensor and matrices…

Numerical Analysis · Computer Science 2017-12-06 Dongjin Choi , Jun-Gi Jang , U Kang

In tensor completion tasks, the traditional low-rank tensor decomposition models suffer from the laborious model selection problem due to their high model sensitivity. In particular, for tensor ring (TR) decomposition, the number of model…

Machine Learning · Computer Science 2018-12-03 Longhao Yuan , Chao Li , Danilo Mandic , Jianting Cao , Qibin Zhao

It is well known that tensor network regression models operate on an exponentially large feature space, but questions remain as to how effectively they are able to utilize this space. Using a polynomial featurization, we propose the…

Machine Learning · Computer Science 2023-01-27 Ian Convy , K. Birgitta Whaley

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

Dynamic graph clustering aims to detect and track time-varying clusters in dynamic graphs, revealing the evolutionary mechanisms of complex real-world dynamic systems. Matrix factorization-based methods are promising approaches for this…

Machine Learning · Computer Science 2025-02-11 Dongyuan Li , Satoshi Kosugi , Ying Zhang , Manabu Okumura , Feng Xia , Renhe Jiang

How can we find patterns and anomalies in a tensor, or multi-dimensional array, in an efficient and directly interpretable way? How can we do this in an online environment, where a new tensor arrives each time step? Finding patterns and…

Numerical Analysis · Computer Science 2018-09-05 Jungwoo Lee , Dongjin Choi , Lee Sael

Mining massive spatio-temporal data can help a variety of real-world applications such as city capacity planning, event management, and social network analysis. The tensor representation can be used to capture the correlation between space…

Machine Learning · Computer Science 2020-06-23 Jing Ma , Qiuchen Zhang , Joyce C. Ho , Li Xiong

Large-scale neuroimaging studies have been collecting brain images of study individuals, which take the form of two-dimensional, three-dimensional, or higher dimensional arrays, also known as tensors. Addressing scientific questions arising…

Methodology · Statistics 2013-04-23 Xiaoshan Li , Hua Zhou , Lexin Li

The cumulant analysis plays an important role in non Gaussian distributed data analysis. The shares' prices returns are good example of such data. The purpose of this research is to develop the cumulant based algorithm and use it to…

Portfolio Management · Quantitative Finance 2016-11-23 Krzysztof Domino

Analytic methods are emerging in solid and configuration modeling, while providing new insights into a variety of shape and motion related problems by exploiting tools from group morphology, convolution algebras, and harmonic analysis.…

Computational Geometry · Computer Science 2017-12-05 Morad Behandish , Horea T. Ilies