Convergence rate of Bayesian supervised tensor modeling with multiway shrinkage priors

DOI10.1016/J.JMVA.2017.06.002MaRDI QIDQ2401360zbMATH OpenOpenAlexFDO

Authors Rajarshi Guhaniyogi

Publication date 8 September 2017

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2017.06.002

zbMATH Keywords

PARAFAC decompositionposterior convergence ratemultiway shrinkage priorsupervised tensor modeling

Mathematics Subject Classification ID

Bayesian inference (62F15) Factor analysis and principal components; correspondence analysis (62H25) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cites work

• Adaptive estimation of a quadratic functional by model selection.
• Bayesian factorizations of big sparse tensors
• Bayesian tensor regression
• Functional generalized linear models with images as predictors
• Generalized double Pareto shrinkage
• Generalized multilevel functional regression
• Information rates of nonparametric Gaussian process methods
• Local shrinkage rules, Lévy processes and regularized regression
• Multilinear tensor regression for longitudinal relational data
• Posterior consistency in linear models under shrinkage priors
• Restricted strong convexity and weighted matrix completion: optimal bounds with noise
• Tensor Decompositions and Applications
• Tensor Regression with Applications in Neuroimaging Data Analysis
• Tensor completion and low-\(n\)-rank tensor recovery via convex optimization
• The horseshoe estimator for sparse signals
• The statistical analysis of functional MRI data
• Wavelet-domain regression and predictive inference in psychiatric neuroimaging

Cited in

(5)

• Bayesian tensor regression
• Low-rank tensor regression for selection of grouped variables
• Bayesian predictive modeling of multi-source multi-way data
• Bayesian Generalized Sparse Symmetric Tensor-on-Vector Regression
• Bayesian tensor response regression with an application to brain activation studies

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