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On four-way CP model estimation efficiency. Comput Stat 2022. [DOI: 10.1007/s00180-022-01271-y] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/03/2022]
Abstract
AbstractThe 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.
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