Probabilistic Tensor Canonical Polyadic Decomposition With Orthogonal Factors
Probabilistic Tensor Canonical Polyadic Decomposition With Orthogonal Factors
Orthogonal Factors
Abstract
Tensor canonical polyadic decomposition (CPD), which recovers the latent factor matrices from
multidimensional data, is an important tool in signal processing. In many applications, some of
the factor matrices are known to have orthogonality structure, and this information can be
exploited to improve the accuracy of latent factors recovery. However, existing methods for CPD
with orthogonal factors all require the knowledge of tensor rank, which is difficult to acquire,
and have no mechanism to handle outliers in measurements. To overcome these disadvantages,
in this paper, In particular, the problem of tensor CPD with orthogonal factors is interpreted
using a probabilistic model, based on which an inference algorithm is proposed that alternatively
estimates the factor matrices, recovers the tensor rank, and mitigates the outliers. Simulation
results using synthetic data and real-world applications are presented to illustrate the excellent
performance of the proposed algorithm in terms of accuracy and robustness.
Objective
A novel tensor CPD algorithm based on the probabilistic inference framework is devised.
1. INTRODUCTION:
Many problems in signal processing, such as independent component analysis (ICA) with
matrix-based models blind signal estimation in wireless communications localization in array
signal processing and linear image coding. In order to overcome the disadvantages presented in
existing methods, we devise a novel algorithm for complex-valued tensor CPD with orthogonal
factors based on the probabilistic inference framework.
Proposed method
Fig. 1. Probabilistic model for tensor CPD with orthogonal factors.
SYSTEM REQUIREMENTS:
HARDWARE REQUIREMENTS:
In this paper, a probabilistic CPD algorithm with orthogonal factors has been proposed for
complex-valued tensors, under unknown tensor rank and in the presence of outliers. It has been
shown that, without knowledge of noise power and outlier statistics, the proposed algorithm
alternatively estimates the factor matrices, recovers the tensor rank and mitigates the outliers.
Interestingly, the widely used OALS algorithm in [17] has been shown to be a special case of the
proposed algorithm. Simulation results using synthetic data and tests on real data have
demonstrated the excellent performance of the proposed algorithm in terms of accuracy and
robustness.
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