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Stability of CANDECOMP-PARAFAC tensor decomposition

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985556%3A_____%2F11%3A00360025" target="_blank" >RIV/67985556:_____/11:00360025 - isvavai.cz</a>

  • Result on the web

  • DOI - Digital Object Identifier

Alternative languages

  • Result language

    angličtina

  • Original language name

    Stability of CANDECOMP-PARAFAC tensor decomposition

  • Original language description

    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.

  • Czech name

  • Czech description

Classification

  • Type

    D - Article in proceedings

  • CEP classification

    BB - Applied statistics, operational research

  • OECD FORD branch

Result continuities

  • Project

    Result was created during the realization of more than one project. More information in the Projects tab.

  • Continuities

    Z - Vyzkumny zamer (s odkazem do CEZ)

Others

  • Publication year

    2011

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Article name in the collection

    Proceedings of IEEE International Conference on Acoustics, Speech and Signal Processing 2011

  • ISBN

    978-1-4577-0539-7

  • ISSN

  • e-ISSN

  • Number of pages

    4

  • Pages from-to

    4164-4167

  • Publisher name

    IEEE

  • Place of publication

    Piscataway

  • Event location

    Praha

  • Event date

    May 22, 2011

  • Type of event by nationality

    WRD - Celosvětová akce

  • UT code for WoS article