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Stability of CANDECOMP-PARAFAC tensor decomposition

SYSNO ASEP	0360025
Document Type	C - Proceedings Paper (int. conf.)
R&D Document Type	Conference Paper
Title	Stability of CANDECOMP-PARAFAC tensor decomposition
Author(s)	Tichavský, Petr (UTIA-B)_{RID, ORCID} Koldovský, Zbyněk (UTIA-B)_RID
Number of authors	2
Source Title	Proceedings of IEEE International Conference on Acoustics, Speech and Signal Processing 2011. - Piscataway : IEEE, 2011 - ISBN 978-1-4577-0539-7
Pages	s. 4164-4167
Number of pages	4 s.
Action	2011 IEEE International Conference on Acoustics, Speech, and Signal Processing ICASSP 2011
Event date	22.05.2011-27.05.2011
VEvent location	Praha
Country	CZ - Czech Republic
Event type	WRD
Language	eng - English
Country	US - United States
Keywords	Multilinear models ; canonical polyadic decomposition ; Cramer-Rao lower bound
Subject RIV	BB - Applied Statistics, Operational Research
R&D Projects	1M0572 GA MŠMT - Ministry of Education, Youth and Sports (MEYS)
	GA102/09/1278 GA ČR - Czech Science Foundation (CSF)
CEZ	AV0Z10750506 - UTIA-B (2005-2011)
UT WOS	000296062404168
DOI	10.1109/ICASSP.2011.5947270
Annotation	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.
Workplace	Institute of Information Theory and Automation
Contact	Markéta Votavová, votavova@utia.cas.cz, Tel.: 266 052 201.
Year of Publishing	2012

Number of the records: 1