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X-WR-CALDESC:Events for Namur Institute For Complex Systems
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DTSTART:20180325T010000
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DTSTART;TZID=Europe/Paris:20190430T140000
DTEND;TZID=Europe/Paris:20190430T150000
DTSTAMP:20260429T184123
CREATED:20190424T105807Z
LAST-MODIFIED:20190424T105918Z
UID:574-1556632800-1556636400@www.naxys.be
SUMMARY:Joni Virta (Aalto University\, Helsinki\, Finland)
DESCRIPTION:Title: Statistical properties of second-order tensor decompositions \nAuthors: Joni Virta\, Christoph Kösner\, Niko Lietzén\, Klaus Nordhausen \nAbstract: 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.
URL:https://www.naxys.be/event/joni-virta/
LOCATION:E25
CATEGORIES:NAXYS Seminar
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