bibtype C - Conference Paper (international conference)
ARLID 0363806
utime 20240111140759.6
mtime 20110913235959.9
title (primary) (eng) Stability Analysis and Fast Damped-Gauss-Newton Algorithm for INDSCALTensor Decomposition
specification
page_count 4 s.
media_type CD ROM
serial
ARLID cav_un_epca*0363805
ISBN 978-1-4577-0569-4
title 2011 IEEE Statistical Signal Processing Workshop (SSP) Proceedings
page_num 581-584
publisher
place Nice
name IEEE Signal Processing Society
year 2011
keyword INDSCAL
keyword PARAFAC
keyword tensor decomposition
author (primary)
ARLID cav_un_auth*0108100
name1 Koldovský
name2 Zbyněk
full_dept (cz) Stochastická informatika
full_dept (eng) Department of Stochastic Informatics
department (cz) SI
department (eng) SI
institution UTIA-B
full_dept Department of Stochastic Informatics
fullinstit Ústav teorie informace a automatizace AV ČR, v. v. i.
author
ARLID cav_un_auth*0101212
name1 Tichavský
name2 Petr
full_dept (cz) Stochastická informatika
full_dept Department of Stochastic Informatics
department (cz) SI
department SI
institution UTIA-B
full_dept Department of Stochastic Informatics
fullinstit Ústav teorie informace a automatizace AV ČR, v. v. i.
author
ARLID cav_un_auth*0274170
name1 Phan
name2 A. H.
country JP
source
url http://library.utia.cas.cz/separaty/2011/SI/tichavsky-stability analysis and fast damped-gauss-newton algorithm for indscaltensor decomposition.pdf
source_size 430 kB
cas_special
project
project_id 1M0572
agency GA MŠk
ARLID cav_un_auth*0001814
project
project_id GA102/09/1278
agency GA ČR
ARLID cav_un_auth*0253174
project
project_id GAP103/11/1947
agency GA ČR
country CZ
ARLID cav_un_auth*0301478
research CEZ:AV0Z10750506
abstract (eng) INDSCAL is a special case of the CANDECOMP-PARAFAC (CP) decomposition of three or more-way tensors, where two factor matrices are equal. This paper provides a stability analysis of INDSCAL that is done by deriving the Cram'er-Rao lower bound (CRLB) on variance of an unbiased estimate of the tensor parameters from its noisy observation (the tensor plus a Gaussian random tensor). The existence of the bound reveals necessary conditions for the essential uniqueness of the INDSCAL decomposition. This is compared with previous results on CP. Next, analytical expressions for the inverse of the Hessian matrix, which is needed to compute the CRLB, are used in a damped Gaussian (Levenberg-Marquardt) algorithm, which gives a novel method for INDSCAL having a lower computational complexity.
action
ARLID cav_un_auth*0274146
name 2011 IEEE Statistical Signal Processing Workshop (SSP)
place Nice
dates 28.06.2011-30.06.2011
country FR
reportyear 2012
RIV BB
num_of_auth 3
permalink http://hdl.handle.net/11104/0199463
arlyear 2011
mrcbU56 430 kB
mrcbU63 cav_un_epca*0363805 2011 IEEE Statistical Signal Processing Workshop (SSP) Proceedings 978-1-4577-0569-4 581 584 Nice IEEE Signal Processing Society 2011