The latent structure of four-dimensional tensors can be investigated by means of the four-way CANDECOMP/PARAFAC model. This technique is seldom used because its estimating design is challenging from an algorithmic and interpretational stand- point. Parameter estimation with a least-squares approach can be computationally costly, especially under difficult conditions such as factor collinearity and model over-specification. In this work, we implement a 4th-order extension of the efficient trilinear procedure INT-2 to tackle estimating setbacks and test it in a simulation study.
On four-way CP model estimation efficiency
Simonacci, Violetta
;Gallo, Michele
2022-01-01
Abstract
The latent structure of four-dimensional tensors can be investigated by means of the four-way CANDECOMP/PARAFAC model. This technique is seldom used because its estimating design is challenging from an algorithmic and interpretational stand- point. Parameter estimation with a least-squares approach can be computationally costly, especially under difficult conditions such as factor collinearity and model over-specification. In this work, we implement a 4th-order extension of the efficient trilinear procedure INT-2 to tackle estimating setbacks and test it in a simulation study.File in questo prodotto:
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