On four-way CP model estimation efficiency

Violetta Simonacci () and Michele Gallo ()
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Violetta Simonacci: University of Naples “Federico II”
Michele Gallo: University of Naples “L’Orientale”

Computational Statistics, 2024, vol. 39, issue 1, No 17, 343-362

Abstract: 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 standpoint. 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.

Keywords: AQLD; CANDECOMP/PARAFAC; Computational efficiency; Multi-way data; QALS; 4th-order tensor (search for similar items in EconPapers)
Date: 2024
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DOI: 10.1007/s00180-022-01271-y

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