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Joni Virta, Aalto University Print
Thursday, 02 May 2019, 12:15 - 13:15

Joni Virta, Aalto University

Statistical properties of second-order tensor decompositions

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. 

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