Optimal sparse singular value decomposition for high-dimensional high-order data

DOI10.1080/01621459.2018.1527227MaRDI QIDQ5208075zbMATH OpenOpenAlexFDO

Authors Anru Zhang, Rungang Han

Publication date 15 January 2020

Published in Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1809.01796, https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8290930

zbMATH Keywords

singular value decompositionsparsityhigh-dimensional high-order dataprojection and thresholdingTucker low-rank tensor

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Factor analysis and principal components; correspondence analysis (62H25)

Abstract: In this article, we consider the sparse tensor singular value decomposition, which aims for dimension reduction on high-dimensional high-order data with certain sparsity structure. A method named Sparse Tensor Alternating Thresholding for Singular Value Decomposition (STAT-SVD) is proposed. The proposed procedure features a novel double projection & thresholding scheme, which provides a sharp criterion for thresholding in each iteration. Compared with regular tensor SVD model, STAT-SVD permits more robust estimation under weaker assumptions. Both the upper and lower bounds for estimation accuracy are developed. The proposed procedure is shown to be minimax rate-optimal in a general class of situations. Simulation studies show that STAT-SVD performs well under a variety of configurations. We also illustrate the merits of the proposed procedure on a longitudinal tensor dataset on European country mortality rates.

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Cited in

(23)

• scientific article; zbMATH DE number 7415122 (Why is no real title available?)
• Model-Based Tensor Low-Rank Clustering
• Tensor clustering with planted structures: statistical optimality and computational limits
• An optimal statistical and computational framework for generalized tensor estimation
• Covariate-Assisted Sparse Tensor Completion
• Several approximation algorithms for sparse best rank-1 approximation to higher-order tensors
• Multivariate Temporal Point Process Regression
• A general framework for tensor screening through smoothing
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• High order singular value decomposition for plant diversity estimation
• Correlation Tensor Decomposition and Its Application in Spatial Imaging Data
• A Doubly Enhanced EM Algorithm for Model-Based Tensor Clustering
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• scientific article; zbMATH DE number 663830 (Why is no real title available?)
• Generalized Liquid Association Analysis for Multimodal Data Integration
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• scientific article; zbMATH DE number 7370581 (Why is no real title available?)
• Guaranteed Functional Tensor Singular Value Decomposition

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• MultiCluster

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