Stability Analysis and Fast Damped-Gauss-Newton Algorithm for INDSCALTensor Decomposition

Result code in IS VaVaI
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Result on the web
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DOI - Digital Object Identifier
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Result language
angličtina
Original language name
Stability Analysis and Fast Damped-Gauss-Newton Algorithm for INDSCALTensor Decomposition
Original language description
INDSCAL is a special case of the CANDECOMP-PARAFAC (CP) decomposition of three or more-way tensors, where two factor matrices are equal. This paper provides a stability analysis of INDSCAL that is done by deriving the Cram'er-Rao lower bound (CRLB) on variance of an unbiased estimate of the tensor parameters from its noisy observation (the tensor plus a Gaussian random tensor). The existence of the bound reveals necessary conditions for the essential uniqueness of the INDSCAL decomposition. This is compared with previous results on CP. Next, analytical expressions for the inverse of the Hessian matrix, which is needed to compute the CRLB, are used in a damped Gaussian (Levenberg-Marquardt) algorithm, which gives a novel method for INDSCAL having a lower computational complexity.
Czech name
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Czech description
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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)

Publication year
2011
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
2011 IEEE Statistical Signal Processing Workshop (SSP) Proceedings
ISBN
978-1-4577-0569-4
ISSN
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e-ISSN
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Number of pages
4
Pages from-to
581-584
Publisher name
IEEE Signal Processing Society
Place of publication
Nice
Event location
Nice
Event date
Jun 28, 2011
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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