Ontology highlight
ABSTRACT:
SUBMITTER: Zhang A
PROVIDER: S-EPMC8290930 | biostudies-literature | 2019
REPOSITORIES: biostudies-literature
Journal of the American Statistical Association 20190320 528
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 m ...[more]