On four-way CP model estimation efficiency
نویسندگان
چکیده
Abstract The latent structure of four-dimensional tensors can be investigated by means the four-way CANDECOMP/PARAFAC model. This technique is seldom used because its estimating design challenging from an algorithmic and interpretational standpoint. Parameter estimation with a least-squares approach computationally costly, especially under difficult conditions such as factor collinearity model over-specification. In this work, we implement 4th-order extension efficient trilinear procedure INT-2 to tackle setbacks test it in simulation study.
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ژورنال
عنوان ژورنال: Computational Statistics
سال: 2022
ISSN: ['0943-4062', '1613-9658']
DOI: https://doi.org/10.1007/s00180-022-01271-y