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On four-way CP model estimation efficiency

Author

Listed:
  • Violetta Simonacci

    (University of Naples “Federico II”)

  • Michele Gallo

    (University of Naples “L’Orientale”)

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.

Suggested Citation

  • Violetta Simonacci & Michele Gallo, 2024. "On four-way CP model estimation efficiency," Computational Statistics, Springer, vol. 39(1), pages 343-362, February.
    • Handle: RePEc:spr:compst:v:39:y:2024:i:1:d:10.1007_s00180-022-01271-y
    DOI: 10.1007/s00180-022-01271-y
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