A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
CP-factorization for high-dimensional tensor time series and double projection iterations
We describe a probabilistic PARAFAC/CANDECOMP (CP) factorization for multiway (i.e., tensor) data that incorporates auxiliary covariates, SupCP. SupCP generalizes the supervised singular value decomposition (SupSVD) for vector-valued observations, to allow for observations that have the form of a matrix or higher-order…
CANDECOMP/PARAFAC (CP) tensor factorization of incomplete data is a powerful technique for tensor completion through explicitly capturing the multilinear latent factors. The existing CP algorithms require the tensor rank to be manually specified, however, the determination of tensor rank remains a challenging problem e…
New algorithm for online tensor factorization with provable guarantees.
Bayesian method for imputing missing values in tensor data.
A new method for analyzing multi-source, multi-way data reduces dimensionality and reveals shared and individual structures.