Optimal Sparse Singular Value Decomposition for High-Dimensional High-Order Data

DOI10.1080/01621459.2018.1527227zbMath1428.62262arXiv1809.01796OpenAlexW2891722575MaRDI QIDQ5208075

Rungang Han, Anru Zhang

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

zbMATH Keywords

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

Mathematics Subject Classification ID

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

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Uses Software

• MultiCluster

Cites Work

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