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Stability of CANDECOMP-PARAFAC tensor decomposition
- 1.0360025 - ÚTIA 2012 RIV US eng C - Conference Paper (international conference)
Tichavský, Petr - Koldovský, Zbyněk
Stability of CANDECOMP-PARAFAC tensor decomposition.
Proceedings of IEEE International Conference on Acoustics, Speech and Signal Processing 2011. Piscataway: IEEE, 2011, s. 4164-4167. ISBN 978-1-4577-0539-7.
[2011 IEEE International Conference on Acoustics, Speech, and Signal Processing ICASSP 2011. Praha (CZ), 22.05.2011-27.05.2011]
R&D Projects: GA MŠMT 1M0572; GA ČR GA102/09/1278
Institutional research plan: CEZ:AV0Z10750506
Keywords : Multilinear models * canonical polyadic decomposition * Cramer-Rao lower bound
Subject RIV: BB - Applied Statistics, Operational Research
http://library.utia.cas.cz/separaty/2011/SI/tichavsky-stability of candecomp-parafac tensor decomposition.pdf
In this paper, stability of the CANDECOMP-PARAFAC (CP) tensor decomposition is addressed. It is done by deriving the Cramer-Rao lower bound (CRLB) on variance of an unbiased estimate of the tensor parameters, i.e. elements of its factor matrices, from its noisy observation. Analytical closed-form expressions of the bound are derived for 3 way tensors of rank 1 and 2. As a byproduct, a novel computationally efficient expression for the inverse of the approximate Hessian matrix is derived.
Permanent Link: http://hdl.handle.net/11104/0197676
Number of the records: 1