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Tensor linear regression is an important and useful tool for analyzing tensor data. To deal with high dimensionality, CANDECOMP/PARAFAC (CP) low-rank constraints are often imposed on the coefficient tensor parameter in the (penalized)…

Machine Learning · Statistics 2024-04-02 Ya Zhou , Raymond K. W. Wong , Kejun He

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…

Methodology · Statistics 2025-06-10 Shibo Li , Yao Zheng

The CANDECOMP/PARAFAC (CP) tensor decomposition is a popular dimensionality-reduction method for multiway data. Dimensionality reduction is often sought after since many high-dimensional tensors have low intrinsic rank relative to the…

Numerical Analysis · Computer Science 2020-03-16 N. Benjamin Erichson , Krithika Manohar , Steven L. Brunton , J. Nathan Kutz

The CANDECOMP/PARAFAC (or Canonical polyadic, CP) decomposition of tensors has numerous applications in various fields, such as chemometrics, signal processing, machine learning, etc. Tensor CP decomposition assumes the knowledge of the…

Numerical Analysis · Mathematics 2025-01-08 Zihao Wang , Minru Bai , Liang Chen , Xueying Zhao

Vector autoregressions (VARs) are popular model for analyzing multivariate economic time series. However, VARs can be over-parameterized if the numbers of variables and lags are moderately large. Tensor VAR, a recent solution to…

Methodology · Statistics 2024-09-13 Yiyong Luo , Jim E. Griffin

Dimension reduction techniques are often used when the high-dimensional tensor has relatively low intrinsic rank compared to the ambient dimension of the tensor. The CANDECOMP/PARAFAC (CP) tensor completion is a widely used approach to find…

Numerical Analysis · Mathematics 2021-04-01 Jiahua Jiang , Fatoumata Sanogo , Carmeliza Navasca

CANDECOMP/PARAFAC (CP) tensor factorization of incomplete data is a powerful technique for tensor completion through explicitly capturing the multilinear latent factors. The existing CP algorithms require the tensor rank to be manually…

Machine Learning · Computer Science 2015-01-22 Qibin Zhao , Liqing Zhang , Andrzej Cichocki

The CANDECOMP/PARAFAC (CP) decomposition is a leading method for the analysis of multiway data. The standard alternating least squares algorithm for the CP decomposition (CP-ALS) involves a series of highly overdetermined linear least…

Numerical Analysis · Computer Science 2018-08-23 Casey Battaglino , Grey Ballard , Tamara G. Kolda

The Candecomp/Parafac (CP) decomposition of the tensor whose maximal dimension is greater than its rank is considered. We derive the upper bound of rank under which the generic uniqueness of CP decomposition is guaranteed. The bound only…

Numerical Analysis · Mathematics 2016-07-26 Tsung-Lin Lee , Yueh-Cheng Kuo

In CANDECOMP/PARAFAC tensor decomposition, degeneracy often occurs in some difficult scenarios, e.g., when the rank exceeds the tensor dimension, or when the loading components are highly collinear in several or all modes, or when CPD does…

Numerical Analysis · Computer Science 2017-09-26 Anh-Huy Phan , Petr Tichavský , Andrzej Cichocki

Tensors have found application in a variety of fields, ranging from chemometrics to signal processing and beyond. In this paper, we consider the problem of multilinear modeling of sparse count data. Our goal is to develop a descriptive…

Numerical Analysis · Mathematics 2013-09-16 Eric C. Chi , Tamara G. Kolda

Tensor CANDECOMP/PARAFAC decomposition (CPD) is a fundamental model for tensor reconstruction. Although the Bayesian framework allows for principled uncertainty quantification and automatic hyperparameter learning, existing methods do not…

Machine Learning · Computer Science 2026-01-27 Bingyang Cheng , Zhongtao Chen , Yichen Jin , Hao Zhang , Chen Zhang , Edmund Y. Lam , Yik-Chung Wu

Tensor decomposition is an important technique for capturing the high-order interactions among multiway data. Multi-linear tensor composition methods, such as the Tucker decomposition and the CANDECOMP/PARAFAC (CP), assume that the complex…

Machine Learning · Statistics 2016-11-04 Bin Liu , Zenglin Xu , Yingming Li

We consider the line spectral estimation problem which aims to recover a mixture of complex sinusoids from a small number of randomly observed time domain samples. Compressed sensing methods formulates line spectral estimation as a sparse…

Numerical Analysis · Computer Science 2015-12-11 Jun Fang , Linxiao Yang , Hongbin Li

In numerous settings, it is increasingly common to deal with longitudinal data organized as high-dimensional multi-dimensional arrays, also known as tensors. Within this framework, the time-continuous property of longitudinal data often…

Methodology · Statistics 2026-01-28 Lucas Sort , Laurent Le Brusquet , Arthur Tenenhaus

This paper proposes a new methodology to predict and update the residual useful lifetime of a system using a sequence of degradation images. The methodology integrates tensor linear algebra with traditional location-scale regression widely…

Applications · Statistics 2017-06-13 Xiaolei Fang , Kamran Paynabar , Nagi Gebraeel

Tensor decomposition is a fundamental technique widely applied in signal processing, machine learning, and various other fields. However, traditional tensor decomposition methods encounter limitations when jointly analyzing multi-block…

Machine Learning · Computer Science 2024-06-27 Xiulin Wang , Jing Liu , Fengyu Cong

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

Koopman mode decomposition and tensor component analysis (also known as CANDECOMP/PARAFAC or canonical polyadic decomposition) are two popular approaches of decomposing high dimensional data sets into low dimensional modes that capture the…

Numerical Analysis · Mathematics 2021-05-19 William T. Redman

Tensor CANDECOMP/PARAFAC (CP) decomposition has wide applications in statistical learning of latent variable models and in data mining. In this paper, we propose fast and randomized tensor CP decomposition algorithms based on sketching. We…

Machine Learning · Statistics 2015-10-21 Yining Wang , Hsiao-Yu Tung , Alexander Smola , Animashree Anandkumar
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