Related papers: Tensor Time Series Imputation through Tensor Facto…
We propose a nonparametric model for time series with missing data based on low-rank matrix factorization. The model expresses each instance in a set of time series as a linear combination of a small number of shared basis functions.…
Dynamical low-rank approximation by tree tensor networks is studied for the data-sparse approximation to large time-dependent data tensors and unknown solutions of tensor differential equations. A time integration method for tree tensor…
We propose a generative model for robust tensor factorization in the presence of both missing data and outliers. The objective is to explicitly infer the underlying low-CP-rank tensor capturing the global information and a sparse tensor…
We consider the estimation of a sparse factor model where the factor loading matrix is assumed sparse. The estimation problem is reformulated as a penalized M-estimation criterion, while the restrictions for identifying the factor loading…
To address the common problem of high dimensionality in tensor regressions, we introduce a generalized tensor random projection method that embeds high-dimensional tensor-valued covariates into low-dimensional subspaces with minimal loss of…
When working with tabular data, missingness is always one of the most painful problems. Throughout many years, researchers have continuously explored better and better ways to impute missing data. Recently, with the rapid development…
Spatiotemporal traffic time series, such as traffic speed data, collected from sensing systems are often incomplete, with considerable corruption and large amounts of missing values. A vast amount of data conceals implicit data structures,…
Effective imputation is a crucial preprocessing step for time series analysis. Despite the development of numerous deep learning algorithms for time series imputation, the community lacks standardized and comprehensive benchmark platforms…
We consider the tensor completion problem of predicting the missing entries of a tensor. The commonly used CP model has a triple product form, but an alternate family of quadratic models, which are the sum of pairwise products instead of a…
Large-scale matrix data has been widely discovered and continuously studied in various fields recently. Considering the multi-level factor structure and utilizing the matrix structure, we propose a multilevel matrix factor model with both…
This paper describes a flexible framework for generalized low-rank tensor estimation problems that includes many important instances arising from applications in computational imaging, genomics, and network analysis. The proposed estimator…
In this article, we consider an imputation method to handle missing response values based on semiparametric quantile regression estimation. In the proposed method, the missing response values are generated using the estimated conditional…
Imputation of missing values is a strategy for handling non-responses in surveys or data loss in measurement processes, which may be more effective than ignoring them. When the variable represents a count, the literature dealing with this…
We present an approach for penalized tensor decomposition (PTD) that estimates smoothly varying latent factors in multi-way data. This generalizes existing work on sparse tensor decomposition and penalized matrix decompositions, in a manner…
In this study, we propose a projection estimation method for large-dimensional matrix factor models with cross-sectionally spiked eigenvalues. By projecting the observation matrix onto the row or column factor space, we simplify factor…
Time series analysis remains a major challenge due to its sparse characteristics, high dimensionality, and inconsistent data quality. Recent advancements in transformer-based techniques have enhanced capabilities in forecasting and…
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…
We propose a nonparametric factorization approach for sparsely observed tensors. The sparsity does not mean zero-valued entries are massive or dominated. Rather, it implies the observed entries are very few, and even fewer with the growth…
Missing data is a fundamental challenge in data science, significantly hindering analysis and decision-making across a wide range of disciplines, including healthcare, bioinformatics, social science, e-commerce, and industrial monitoring.…
The concept of tensor rank, introduced in the twenties, has been popularized at the beginning of the seventies. This has allowed to carry out Factor Analysis on arrays with more than two indices. The generic rank may be seen as an upper…