The latent structure of four-dimensional tensors can be investigated by means of the four-way CANDECOMP/PARAFAC model. This technique is seldom used because its estimating design is challenging from an algorithmic and interpretational standpoint. Parameter estimation with a least-squares approach can be computationally costly, especially under difficult conditions such as factor collinearity and model over-specification. In this work, we implement a 4th-order extension of the efficient trilinear procedure INT-2 to tackle estimating setbacks and test it in a simulation study.

On four-way CP model estimation efficiency / Simonacci, Violetta; Michele, Gallo. - In: COMPUTATIONAL STATISTICS. - ISSN 1613-9658. - (2022), pp. 1-20. [10.1007/s00180-022-01271-y]

On four-way CP model estimation efficiency

Simonacci Violetta
;
2022

Abstract

The latent structure of four-dimensional tensors can be investigated by means of the four-way CANDECOMP/PARAFAC model. This technique is seldom used because its estimating design is challenging from an algorithmic and interpretational standpoint. Parameter estimation with a least-squares approach can be computationally costly, especially under difficult conditions such as factor collinearity and model over-specification. In this work, we implement a 4th-order extension of the efficient trilinear procedure INT-2 to tackle estimating setbacks and test it in a simulation study.
2022
On four-way CP model estimation efficiency / Simonacci, Violetta; Michele, Gallo. - In: COMPUTATIONAL STATISTICS. - ISSN 1613-9658. - (2022), pp. 1-20. [10.1007/s00180-022-01271-y]
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11588/894527
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