Bibliography

Conference Paper (international conference)

Stability of CANDECOMP-PARAFAC tensor decomposition

: Proceedings of IEEE International Conference on Acoustics, Speech and Signal Processing 2011, p. 4164-4167

: 2011 IEEE International Conference on Acoustics, Speech, and Signal Processing ICASSP 2011, (Praha, CZ, 22.05.2011-27.05.2011)

: CEZ:AV0Z10750506

: 1M0572, GA MŠk, GA102/09/1278, GA ČR

: Multilinear models, canonical polyadic decomposition, Cramer-Rao lower bound

: 10.1109/ICASSP.2011.5947270

: http://library.utia.cas.cz/separaty/2011/SI/tichavsky-stability of candecomp-parafac tensor decomposition.pdf

(eng): 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.

: BB