Tensor principal component analysis via convex optimization
نویسندگان
چکیده
منابع مشابه
Tensor principal component analysis via convex optimization
This paper is concerned with the computation of the principal components for a general tensor, known as the tensor principal component analysis (PCA) problem. We show that the general tensor PCA problem is reducible to its special case where the tensor in question is supersymmetric with an even degree. In that case, the tensor can be embedded into a symmetric matrix. We prove that if the tensor...
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We study a statistical model for the tensor principal component analysis problem introduced by Montanari and Richard: Given a order-3 tensor T of the form T = τ · v⊗3 0 + A, where τ > 0 is a signal-to-noise ratio, v0 is a unit vector, and A is a random noise tensor, the goal is to recover the planted vector v0. For the case that A has iid standard Gaussian entries, we give an efficient algorith...
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ژورنال
عنوان ژورنال: Mathematical Programming
سال: 2014
ISSN: 0025-5610,1436-4646
DOI: 10.1007/s10107-014-0774-0