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In the last decades, tensors have emerged as the right tool to represent multidimensional data in a compact yet informative manner. Moreover, it is well-known that by performing low-rank factorizations of such tensors one is often able to…
Motivated by the sampling problems and heterogeneity issues common in high- dimensional big datasets, we consider a class of discordant additive index models. We propose method of moments based procedures for estimating the indices of such…
Modeling with multidimensional arrays, or tensors, often presents a problem due to high dimensionality. In addition, these structures typically exhibit inherent sparsity, requiring the use of regularization methods to properly characterize…
This paper is concerned with the approximation of tensors using tree-based tensor formats, which are tensor networks whose graphs are dimension partition trees. We consider Hilbert tensor spaces of multivariate functions defined on a…
We evaluate some methods designed for tensor- (or data-) based multivariate model construction (approximation and compression). To this aim, a collection of multivariate functions and an evaluation methodology are suggested. First, these…
Multivariate time series prediction has applications in a wide variety of domains and is considered to be a very challenging task, especially when the variables have correlations and exhibit complex temporal patterns, such as seasonality…
Modeling inverse dynamics is crucial for accurate feedforward robot control. The model computes the necessary joint torques, to perform a desired movement. The highly non-linear inverse function of the dynamical system can be approximated…
The Tucker decomposition expresses a given tensor as the product of a small core tensor and a set of factor matrices. Apart from providing data compression, the construction is useful in performing analysis such as principal component…
Tensor methods are among the most prominent tools for the numerical solution of high-dimensional problems where functions of multiple variables have to be approximated. These methods exploit the tensor structure of function spaces and apply…
As tensor-valued data become increasingly common in time series analysis, there is a growing need for flexible and interpretable models that can handle high-dimensional predictors and responses across multiple modes. We propose a unified…
Tensor methods have become a promising tool to solve high-dimensional problems in the big data era. By exploiting possible low-rank tensor factorization, many high-dimensional model-based or data-driven problems can be solved to facilitate…
Most regularized tensor regression research focuses on tensors predictors with scalars responses or vectors predictors to tensors responses. We consider the sparse low rank tensor on tensor regression where predictors $\mathcal{X}$ and…
The reduced-rank vector autoregressive (VAR) model can be interpreted as a supervised factor model, where two factor modelings are simultaneously applied to response and predictor spaces. This article introduces a new model, called vector…
To efficiently express tensor data using the Tucker format, a critical task is to minimize the multilinear rank such that the model would not be over-flexible and lead to overfitting. Due to the lack of rank minimization tools in tensor,…
Tensor decomposition is a popular technique for tensor completion, However most of the existing methods are based on linear or shallow model, when the data tensor becomes large and the observation data is very small, it is prone to over…
The orthogonal decomposition factorizes a tensor into a sum of an orthogonal list of rankone tensors. We present several properties of orthogonal rank. We find that a subtensor may have a larger orthogonal rank than the whole tensor and…
High-dimensional multivariate spatial-temporal data arise frequently in a wide range of applications; however, there are relatively few statistical methods that can simultaneously deal with spatial, temporal and variable-wise dependencies…
Consider a data set collected by (individuals-features) pairs in different times. It can be represented as a tensor of three dimensions (Individuals, features and times). The tensor biclustering problem computes a subset of individuals and…
Probabilistic Temporal Tensor Factorization (PTTF) is an effective algorithm to model the temporal tensor data. It leverages a time constraint to capture the evolving properties of tensor data. Nowadays the exploding dataset demands a large…
The conventional definition of a depth function is vector-based. In this paper, a novel projection depth (PD) technique directly based on tensors, such as matrices, is instead proposed. Tensor projection depth (TPD) is still an ideal depth…