Abstract:We study the best low-rank Tucker decomposition of symmetric tensors, advocating a straightforward projected gradient descent (PGD) method for its computation. The main application of interest is in decomposing higher-order multivariate moments, which are symmetric tensors. We develop scalable adaptations of the basic PGD method and higher-order eigenvalue decomposition (HOEVD) to decompose sample moment tensors. With the help of implicit and streaming techniques, we evade the overhead cost of building and sto… Show more
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