Bulletin of the Japan Society for Industrial and Applied Mathematics
Online ISSN : 2432-1982
Tensor Decomposition via Convex Optimization
Ryota TomiokaTaiji SuzukiKohei HayashiHisashi Kashima
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2014 Volume 24 Issue 4 Pages 160-167

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Abstract
Tensor decomposition methods are applied to wide variety of application areas such as signal processing, neuroimaging, bioinformatics, and relational data analysis. However, hampered by the non-convexity of these methods, their statistical performance for dealing with noise and missing entries has not been clearly understood. In this paper, we review the algorithm and statistical performance of a convex optimization based tensor decomposition algorithm. We also explain the limitation of the current approach and point to possible future directions.
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© 2014 The Japan Society for Industrial and Applied Mathematics
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