Multilinear Common Component Analysis via Kronecker Product Representation
From MaRDI portal
Publication:5033557
DOI10.1162/neco_a_01425OpenAlexW3186788795MaRDI QIDQ5033557
Shuichi Kawano, Kohei Yoshikawa
Publication date: 23 February 2022
Published in: Neural Computation (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2009.02695
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Tensor Decompositions and Applications
- Simultaneous modelling of the Cholesky decomposition of several covariance matrices
- Asymptotic theory for common principal component analysis
- Principal component analysis.
- Sparse common component analysis for multiple high-dimensional datasets via noncentered principal component analysis
- Analysis of individual differences in multidimensional scaling via an \(n\)-way generalization of ``Eckart-Young decomposition
- The comparison of sample covariance matrices using likelihood ratio tests
- Regularized Gaussian Discriminant Analysis Through Eigenvalue Decomposition
- Spectral models for covariance matrices
- On Estimation of Covariance Matrices With Kronecker Product Structure
- An Algorithm for Simultaneous Orthogonal Transformation of Several Positive Definite Symmetric Matrices to Nearly Diagonal Form
- Tensor Graphical Lasso (TeraLasso)
- Fast Multilinear Singular Value Decomposition for Structured Tensors
This page was built for publication: Multilinear Common Component Analysis via Kronecker Product Representation