ArticleJournal of the American Statistical Association2019
Optimal Sparse Singular Value Decomposition for High-Dimensional High-Order Data.
Article in Journal of the American Statistical Association, 2019. The graph could read no effect estimate from its abstract, so it casts no vote on the map. Cited by 6 papers.
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Who cites it
6 citing papers in PubMed, 58 citations in OpenAlex.
- Guaranteed Functional Tensor Singular Value Decomposition.Journal of the American Statistical Association · 2024Article
- Multivariate Temporal Point Process Regression.Journal of the American Statistical Association · 2023Article
- Generalized Liquid Association Analysis for Multimodal Data Integration.Journal of the American Statistical Association · 2023Article
- Sparse Group Lasso: Optimal Sample Complexity, Convergence Rate, and Statistical Inference.IEEE transactions on information theory · 2022Article
- Optimal High-order Tensor SVD via Tensor-Train Orthogonal Iteration.IEEE transactions on information theory · 2022Article
- Supply forecasting and profiling of urban supermarket chains based on tensor quantization exponential regression for social governance.PeerJ. Computer science · 2022Article
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Authors and funding
2 authors at 1 institution in 1 country.
Funding
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. Supplementary materials for this article are available online.
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Read under generation 80e0d062 · epoch 390. Bibliography from PubMed, PubMed Central and OpenAlex; grants from NIH RePORTER; trial links from ClinicalTrials.gov; estimates, votes and beliefs from the OpenQuestion graph.