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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

  • Czech description

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

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

  • 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