Related papers: Large-Scale Bayesian Tensor Reconstruction: An App…
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…
This paper addresses the reconstruction of an unknown signal vector with sublinear sparsity from generalized linear measurements. Generalized approximate message-passing (GAMP) is proposed via state evolution in the sublinear sparsity…
Candecomp / PARAFAC (CP) decomposition, a generalization of the matrix singular value decomposition to higher-dimensional tensors, is a popular tool for analyzing multidimensional sparse data. On tensors with billions of nonzero entries,…
CANDECOMP/PARAFAC (CP) decomposition has been widely used to deal with multi-way data. For real-time or large-scale tensors, based on the ideas of randomized-sampling CP decomposition algorithm and online CP decomposition algorithm, a novel…
We study compressed sensing (CS) signal reconstruction problems where an input signal is measured via matrix multiplication under additive white Gaussian noise. Our signals are assumed to be stationary and ergodic, but the input statistics…
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…
A novel algorithm is proposed for CANDECOMP/PARAFAC tensor decomposition to exploit best rank-1 tensor approximation. Different from the existing algorithms, our algorithm updates rank-1 tensors simultaneously in parallel. In order to…
We study compressed sensing (CS) signal reconstruction problems where an input signal is measured via matrix multiplication under additive white Gaussian noise. Our signals are assumed to be stationary and ergodic, but the input statistics…
The damped Gauss-Newton (dGN) algorithm for CANDECOMP/PARAFAC (CP) decomposition can handle the challenges of collinearity of factors and different magnitudes of factors; nevertheless, for factorization of an $N$-D tensor of size $I_1\times…
Multi-way data analysis has become an essential tool for capturing underlying structures in higher-order datasets stored in tensor $\mathcal{X} \in \mathbb{R} ^{I_1 \times \dots \times I_N} $. $CANDECOMP/PARAFAC$ (CP) decomposition has been…
The Canonical Polyadic decomposition (CPD) is a convenient and intuitive tool for tensor factorization; however, for higher-order tensors, it often exhibits high computational cost and permutation of tensor entries, these undesirable…
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…
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…
Structural Health Monitoring (SHM) provides an economic approach which aims to enhance understanding the behavior of structures by continuously collects data through multiple networked sensors attached to the structure. This data is then…
In this paper, an efficient distributed approach for implementing the approximate message passing (AMP) algorithm, named distributed AMP (DAMP), is developed for compressed sensing (CS) recovery in sensor networks with the sparsity K…
In this paper, we address the problem of recovering complex-valued signals from a set of complex-valued linear measurements. Approximate message passing (AMP) is one state-of-the-art algorithm to recover real-valued sparse signals. However,…
We consider the estimation of an i.i.d. (possibly non-Gaussian) vector $\xbf \in \R^n$ from measurements $\ybf \in \R^m$ obtained by a general cascade model consisting of a known linear transform followed by a probabilistic componentwise…
A new algorithm of the canonical polyadic decomposition (CPD) presented here. It features lower computational complexity and memory usage than the available state of the art implementations. We begin with some examples of CPD applications…
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…
This paper proposes Bayes-optimal convolutional approximate message-passing (CAMP) for signal recovery in compressed sensing. CAMP uses the same low-complexity matched filter (MF) for interference suppression as approximate message-passing…