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  • This paper presents a Cramer-Rao lower bound (CRLB) on the variance of unbiased estimates of factor matrices in Canonical Polyadic (CP) or CANDECOMP/PARAFAC (CP) decompositions of a tensor from noisy observations, (i.e., the tensor plus a random Gaussian i.i.d. tensor). A novel expression is derived for a bound on the mean square angular error of factors along a selected dimension of a tensor of an arbitrary dimension. The expression needs less operations for computing the bound, O(NR6), than the best existing state-of-the art algorithm, O((NR6)-R-3) operations, where and are the tensor order and the tensor rank. Insightful expressions are derived for tensors of rank 1 and rank 2 of arbitrary dimension and for tensors of arbitrary dimension and rank, where two factor matrices have orthogonal columns.
  • This paper presents a Cramer-Rao lower bound (CRLB) on the variance of unbiased estimates of factor matrices in Canonical Polyadic (CP) or CANDECOMP/PARAFAC (CP) decompositions of a tensor from noisy observations, (i.e., the tensor plus a random Gaussian i.i.d. tensor). A novel expression is derived for a bound on the mean square angular error of factors along a selected dimension of a tensor of an arbitrary dimension. The expression needs less operations for computing the bound, O(NR6), than the best existing state-of-the art algorithm, O((NR6)-R-3) operations, where and are the tensor order and the tensor rank. Insightful expressions are derived for tensors of rank 1 and rank 2 of arbitrary dimension and for tensors of arbitrary dimension and rank, where two factor matrices have orthogonal columns. (en)
Title
  • Cramér-Rao-Induced Bounds for CANDECOMP/PARAFAC Tensor Decomposition
  • Cramér-Rao-Induced Bounds for CANDECOMP/PARAFAC Tensor Decomposition (en)
skos:prefLabel
  • Cramér-Rao-Induced Bounds for CANDECOMP/PARAFAC Tensor Decomposition
  • Cramér-Rao-Induced Bounds for CANDECOMP/PARAFAC Tensor Decomposition (en)
skos:notation
  • RIV/46747885:24220/13:#0002870!RIV14-GA0-24220___
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • I, P(GA102/09/1278), P(GAP103/11/1947)
http://linked.open...iv/cisloPeriodika
  • Vol. 61, No. 8
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
http://linked.open.../riv/druhVysledku
http://linked.open...iv/duvernostUdaju
http://linked.open...titaPredkladatele
http://linked.open...dnocenehoVysledku
  • 67242
http://linked.open...ai/riv/idVysledku
  • RIV/46747885:24220/13:#0002870
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • Canonical polyadic decomposition (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...odStatuVydavatele
  • US - Spojené státy americké
http://linked.open...ontrolniKodProRIV
  • [4A2CB1E02842]
http://linked.open...i/riv/nazevZdroje
  • IEEE TRANSACTIONS ON SIGNAL PROCESSING
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...vavai/riv/projekt
http://linked.open...UplatneniVysledku
http://linked.open...v/svazekPeriodika
  • April 2013
http://linked.open...iv/tvurceVysledku
  • Koldovský, Zbyněk
  • Tichavský, P.
  • Phan, A. H.
http://linked.open...ain/vavai/riv/wos
  • 000317398500010
issn
  • 1053-587X
number of pages
http://bibframe.org/vocab/doi
  • 10.1109/TSP.2013.2245660
http://localhost/t...ganizacniJednotka
  • 24220
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