Dimensionality reduction in higher-order signal processing and rank-\((R_1,R_2,\ldots,R_N)\) reduction in multilinear algebra (Q1888335)

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Dimensionality reduction in higher-order signal processing and rank-\((R_1,R_2,\ldots,R_N)\) reduction in multilinear algebra
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    Dimensionality reduction in higher-order signal processing and rank-\((R_1,R_2,\ldots,R_N)\) reduction in multilinear algebra (English)
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    23 November 2004
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    The authors review a multilinear generalization of the singular value decomposition and the best rank-\((R_1,R_2,\dots,R_N)\) approximation of higher-order tensors. Special attention is paid to their use in the estimation of the column space, row space, etc., of a tensor contaminated by noise. It is shown that they are important tools for dimensionality reduction in higher-order signal processing. The authors discuss their applications in independent component analysis, simultaneous matrix diagonalization and subspace variants of algorithms based on higher-order statistics.
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    multilinear algebra
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    higher-order tensors
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    higher-order statistics
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    independent component analysis
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    singular value decomposition
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    source separation
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    rand reduction
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