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Joni Virta (Aalto University, Helsinki, Finland)

April 30, 2019 @ 14:00 - 15:00

Title: Statistical properties of second-order tensor decompositions

Authors: Joni Virta, Christoph Kösner, Niko Lietzén, Klaus Nordhausen

Abstract: Two classical tensor decompositions are considered from a statistical viewpoint: the Tucker decomposition and the higher order singular value decomposition (HOSVD). Both decompositions are shown to be consistent estimators of the parameters of a certain noisy latent variable model. The decompositions’ asymptotic properties allow comparisons between them. Also inference for the true latent dimension is discussed. The theory is illustrated with examples.


April 30, 2019
14:00 - 15:00
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