Convergence rate of Bayesian supervised tensor modeling with multiway shrinkage priors

DOI10.1016/J.JMVA.2017.06.002zbMATH Open1397.62211OpenAlexW2625242263MaRDI QIDQ2401360FDOQ2401360

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

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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)

Cites Work

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

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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