Cramér-Rao-Induced Bounds for 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_____%2F13%3A00391438" target="_blank" >RIV/67985556:_____/13:00391438 - isvavai.cz</a>
Alternative codes found
RIV/46747885:24220/13:#0002870
Result on the web
<a href="http://dx.doi.org/10.1109/TSP.2013.2245660" target="_blank" >http://dx.doi.org/10.1109/TSP.2013.2245660</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1109/TSP.2013.2245660" target="_blank" >10.1109/TSP.2013.2245660</a>
Alternative languages
Result language
angličtina
Original language name
Cramér-Rao-Induced Bounds for CANDECOMP/ PARAFAC Tensor Decomposition
Original language description
This paper presents a Cramér-Rao lower bound (CRLB) on the variance of unbiased estimates of factor matrices in Canonical Polyadic (CP) or CANDECOMP/PARAFAC (CP) decompositions of a tensor from noisy observations, (i.e., the tensor plus a random Gaussian-distributed tensor). A novel expression is derived for a bound on the mean square angular error of factors along a selected dimension of a tensor of an arbitrary dimension. Insightful expressions are derived for tensors of rank 1 and rank 2 of arbitrarydimension and for tensors of arbitrary dimension and rank, where two factor matrices have orthogonal columns. The results can be used as a gauge of performance of different approximate CP decomposition algorithms, prediction of their accuracy, and for checking stability of a given decomposition of a tensor (condition whether the CRLB is finite or not).
Czech name
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Czech description
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Classification
Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
BB - Applied statistics, operational research
OECD FORD branch
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Result continuities
Project
Result was created during the realization of more than one project. More information in the Projects tab.
Continuities
I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace
Others
Publication year
2013
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
IEEE Transactions on Signal Processing
ISSN
1053-587X
e-ISSN
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Volume of the periodical
61
Issue of the periodical within the volume
8
Country of publishing house
US - UNITED STATES
Number of pages
12
Pages from-to
1986-1997
UT code for WoS article
000317398500010
EID of the result in the Scopus database
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