Related papers: Revisit CP Tensor Decomposition: Statistical Optim…
The approximation of tensors is important for the efficient numerical treatment of high dimensional problems, but it remains an extremely challenging task. One of the most popular approach to tensor approximation is the alternating least…
We consider to model matrix time series based on a tensor CP-decomposition. Instead of using an iterative algorithm which is the standard practice for estimating CP-decompositions, we propose a new and one-pass estimation procedure based on…
We study tensor completion (TC) through the lens of low-rank tensor decomposition (TD). Many TD algorithms use fast alternating minimization methods to solve highly structured linear regression problems at each step (e.g., for CP, Tucker,…
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…
Machine learning and data mining algorithms are becoming increasingly important in analyzing large volume, multi-relational and multi--modal datasets, which are often conveniently represented as multiway arrays or tensors. It is therefore…
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…
We consider the problem of fitting a low rank tensor $A\in\mathbb{R}^{{\mathcal I}}$, ${\mathcal I} = \{1,\ldots,n\}^{d}$, to a given set of data points $\{M_i\in\mathbb{R}\mid i\in P\}$, $P\subset{\mathcal I}$. The low rank format under…
Low rank tensor decompositions are a powerful tool for learning generative models, and uniqueness results give them a significant advantage over matrix decomposition methods. However, tensors pose significant algorithmic challenges and…
This paper studies the computational and statistical aspects of quantile and pseudo-Huber tensor decomposition. The integrated investigation of computational and statistical issues of robust tensor decomposition poses challenges due to the…
We propose a new numerical algorithm for computing the tensor rank decomposition or canonical polyadic decomposition of higher-order tensors subject to a rank and genericity constraint. Reformulating this computational problem as a system…
Joint blind source separation (J-BSS) is an emerging data-driven technique for multi-set data-fusion. In this paper, J-BSS is addressed from a tensorial perspective. We show how, by using second-order multi-set statistics in J-BSS, a…
Many idealized problems in signal processing, machine learning and statistics can be reduced to the problem of finding the symmetric canonical decomposition of an underlying symmetric and orthogonally decomposable (SOD) tensor. Drawing…
In this paper, a new definition of tensor p-shrinkage nuclear norm (p-TNN) is proposed based on tensor singular value decomposition (t-SVD). In particular, it can be proved that p-TNN is a better approximation of the tensor average rank…
Tensor diagonalization means transforming a given tensor to an exactly or nearly diagonal form through multiplying the tensor by non-orthogonal invertible matrices along selected dimensions of the tensor. It is generalization of approximate…
Recently, triple decomposition has attracted increasing attention for decomposing third-order tensors into three factor tensors. However, this approach is limited to third-order tensors and enforces uniformity in the lower dimensions across…
Low-rank signal modeling has been widely leveraged to capture non-local correlation in image processing applications. We propose a new method that employs low-rank tensor factor analysis for tensors generated by grouped image patches. The…
Statistical inference for tensors has emerged as a critical challenge in analyzing high-dimensional data in modern data science. This paper introduces a unified framework for inferring general and low-Tucker-rank linear functionals of…
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)…
In this paper, we introduce a new tensor decomposition for third order tensors, which decomposes a third order tensor to three third order low rank tensors in a balanced way. We call such a decomposition the triple decomposition, and the…
This paper tackles the problem of recovering a low-rank signal tensor with possibly correlated components from a random noisy tensor, or so-called spiked tensor model. When the underlying components are orthogonal, they can be recovered…