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Guaranteed Functional Tensor Singular Value Decomposition.

Rungang HanPixu ShiAnru R Zhang
Published in: Journal of the American Statistical Association (2023)
This paper introduces the functional tensor singular value decomposition (FTSVD), a novel dimension reduction framework for tensors with one functional mode and several tabular modes. The problem is motivated by high-order longitudinal data analysis. Our model assumes the observed data to be a random realization of an approximate CP low-rank functional tensor measured on a discrete time grid. Incorporating tensor algebra and the theory of Reproducing Kernel Hilbert Space (RKHS), we propose a novel RKHS-based constrained power iteration with spectral initialization. Our method can successfully estimate both singular vectors and functions of the low-rank structure in the observed data. With mild assumptions, we establish the non-asymptotic contractive error bounds for the proposed algorithm. The superiority of the proposed framework is demonstrated via extensive experiments on both simulated and real data.
Keyphrases
  • data analysis
  • electronic health record
  • big data
  • deep learning
  • magnetic resonance imaging
  • cross sectional
  • computed tomography